Philippe Spieser (PhD and HDR - French qualification for PhD supervisor) is currently Professor of Market Finance at ESCP Group.
He began his career at the CCF (now HSBC) Economic Research Department, in the team in charge of studies concerning interest rates structure, yield curves, option pricing and foreign exchanges.
He published papers in different reviews and his recent work consists of modeling and forecasting the dynamics of various financial assets.
In this paper, the authors focus on seven stock market indexes: two US, three European, one emerging and one Japanese. They select different pairs of markets and, with the help of wavelets, decompose these series at different timescales.