Jeroen ROMBOUTS

Professor
department: Information Systems, Decision Sciences and Statistics
Campus de Cergy
+33 (0)1 34 43 30 49
Econometrics – Decision Sciences – Probability Theory & Mathematical Statistics – Financial Markets & Institutions – Management – Marketing and Data Analytics
Biography
Ph.D. In Econometrics, CORE, Universite Catholique de Louvain. Currently CORE research associate and Elected Member of the International Statistical Institute. Joined ESSEC in 2013 and formerly professor at HEC Montreal (2004-2012).

Professor Jeroen VK Rombouts joined ESSEC Business School in January 2013. He combines rich data sets with statistical tools to answer financial questions. His research outcomes are published in international peer reviewed journals. He teaches courses of Basic Statistics and Econometrics in the Master and PhD programs. He has been Visiting Scholar at several universities (University of Pittsburg, Tilburg University, Erasmus University Rotterdam, Aarhus University (CREATES) and CORE as a research associate among others). He is an expert consultant in financial econometrics and macro-economic forecasting. Prior to joining ESSEC Business School, Jeroen was Associate Professor at HEC Montreal (2004-2012)

Diplomas

  • 2004: Ph.D. in Econometrics (Université Catholique de Louvain Belgium)
  • 2001: Master in Statistics (Université Catholique de Louvain Belgium)
  • 2000: Master in Econometrics (Université Catholique de Louvain Belgium)
  • 1999: Master in Economics (Katholieke Universiteit Leuven Belgium)
Career
Other appointments
    • 2017 – 2020 : Head of the Informations systems, Decision Sciences and Statistics Department (ESSEC Business School France)
    • 2014 – Now : Researcher at the Finance and Insurance Lab (Centre de recherche en économie et statistique (CREST) France)
Other Academic Appointments
    • 2017 – 2024 : Chaired professor of the Chair Accenture Strategic Business Analytics (ESSEC Business School France)
    • 2015 : Visiting Professor (University of Melbourne Australia)
    • 2015 – 2019 : Visiting Professor (Katholieke Universiteit Leuven Belgium)
    • 2014 : Visiting Professor (CREATES, Aarhus University Denmark)
    • 2014 : Visiting Professor (CORE Belgium)
    • 2010 – 2011 : Visiting Professor (CORE Belgium)
    • 2010 : Visiting Professor (CREATES, Aarhus University Denmark)
    • 2010 : Visiting Professor (University of Melbourne Australia)
    • 2006 : Visiting Professor (Université de Pittsburgh United States of America)
    • 2005 : Visiting Professor (University of California, San Diego United States of America)
    • 2003 : Visiting Professor (Tilburg University, School of Economics and Management Netherlands)
    • 2003 : Visiting Professor (Erasmus Universiteit Rotterdam Netherlands)
    • 2000 – 2004 : Teaching Assistant, Economics Department (Université Catholique de Louvain Belgium)
    • 1999 – 2000 : Teaching Assistant, Institute of Statistics (Université Catholique de Louvain Belgium)
Full-time academic appointments
    • 2014 – Now : Professor (ESSEC Business School France)
    • 2013 – 2014 : Associate Professor (ESSEC Business School France)
    • 2009 – 2012 : Associate Professor (HEC Montréal Canada)
    • 2004 – 2009 : Assistant Professor (HEC Montréal Canada)

Journal articles

Presentations at an Academic or Professional conference

Research activities
  • Senior or Associate Editor
    • 2023 – Now: Associate Editor – Quantitative Finance
    • 2018 – 2018: Associate editor – Journal of Business and Economic Statistics
    • 2014 – 2014: Associate editor – Computational Statistics and Data Analysis
  • Editorial Board Membership
    • 2023 – Now: Associate Editor – Journal of Financial Econometrics
    • 2017 – Now: Associate Editor – Econometrics and Statistics
    • 2017 – 2018: Editorial board membership – Journal of Business and Economic Statistics
    • 2014 – 2014: Editorial board membership – Computational Statistics and Data Analysis
    • 2013 – Now: Associate Editor – International Journal of Forecasting
  • Other editorial activity
    • 1975 – Now: Reviewer for Journal of the Royal Statistical Society (Series B)
  • Reviewer for a journal
    • Reviewer for Annals of Applied Statistics; Communications in Statistics: Theory and Methods; Comptes rendus Mathématique; Computational Statistics and Data Analysis; Econometric Reviews; Econometric Theory; Econometrics Journal; International Journal of Forecasting; Journal of Applied Econometrics; Journal of Applied Statistics; Journal of Business and Economic Statistics; Journal of Econometrics; Journal of Empirical Finance; Journal of Financial Econometrics; Journal of International Money and Finance; Journal of Multivariate Analysis; Journal of Nonparametric Statistics; Journal of Risk; Quantitative Finance; Studies in Nonlinear Dynamics and Econometrics