Sébastien LAURENT holds a PhD (2002) in financial econometrics from Maastricht University (Netherlands) and is currently professor of econometrics at Aix Marseille University (France). Sébastien has published some fifty articles in leading journals, including the Journal of Econometrics, Econometric Theory, the Journal of Business and Economic Statistics, the Journal of Applied Econometrics and the Journal of Financial Econometrics, and has co-edited a handbookon volatility models (published by Wiley). He was associate editor of the Journal of Business and Economic Statistics and is currently associate editor of the International Journal of Forecasting and the Journal of Time Series Analysis. Between 2014 and 2019 and from 2024 to 2029, he has been appointed junior member and senior member, respectively, of the Institut Universitaire de France, a French department of the Ministry of Higher Education that annually recognizes a small number of university professors for the excellence of their research, as evidenced by their international recognition. Sébastien is also the developer of G@RCH, a software programme used by many institutions (e.g. the European Central Bank, the Federal Reserve Bank of Washington, ABN AMRO) and universities to estimate and forecast risks, as well as co-developer of XLModeler, XlQuant, Mulcom and OxML.