Valérie Chavez-Demoulin

HEC Lausanne

Valérie Chavez-Demoulin is Professor of Statistics at HEC Lausanne, specialising in statistical methods for quantitative risk management in general, and the statistical modeling of extreme events in particular. More recent methodological work concerns conditional dependence structures modeling, non-parametric Bayesian models, dynamic Extreme Value Theory models and extremes for non-stationary time series. Following her PhD in Statistics at EPFL, she obtained a grant for a postdoctoral position in collaboration with the SLF in Davos. Afterwards she has been a research fellow at the Department of Mathematics at ETH, Zurich. Aside from her research, she has been the quantitative risk manager for a Hedge Fund for 3 years. She is member of the RiskLab, ETH, Zurich and is an elected member of ISI (The International Statistical Institute).

Follow Valérie

Articles by Valérie Chavez-Demoulin

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: