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Econometrics / Eric Ghysels / Robert F. Engle / Neil Shephard / Volatility / Tim Bollerslev / Autoregressive conditional heteroskedasticity / Andrew Lo / Peter Reinhard Hansen / Economics / Fellows of the Econometric Society / Statistics


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City

Amsterdam / Camberley / Cheltenham / New York / Cambridge / London / Chicago / /

Company

Morgan Stanley / ScreenBased Trading / McGraw-Hill / Oxford University Press / Princeton University Press / Knudsen / Elsevier Science B.V. / Edward Elgar Publishing Ltd. / Interbank / Macmillan Ltd. / Long-Term Equity AnticiPation Securities / /

Continent

America / Europe / /

Country

United Kingdom / Denmark / Germany / /

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Facility

Northwestern University / University of Copenhagen / Oxford-Man Institute / Economics Duke University / Volatility Institute / Duke University / University of Aarhus / University of California / University of Virginia / Humboldt University / University of Chicago Press / ARCH Modeling / Swiss Finance Institute / /

MarketIndex

S&P 500 / /

Organization

Swiss Finance Institute / Department of Economics / Department of Economics Duke University Durham / Duke Financial Economics Center / Princeton University / Humboldt University Berlin / Advisory Board / Duke University / University of Virginia / Oxford-Man Institute / University of Aarhus / Volatility Institute / Society for Financial Econometrics / European Society of Computational Methods / Oxford University / NYU / U.S. Treasury / University of California / San Diego / School of Management / National Science Foundation / American Statistical Association / Vol.96 / Northwestern University / Graduate School / Econometric Society / University of Chicago Press / Editorial Board / Scientific Council / Fuqua School of Business / Bank of Sweden / University of Copenhagen / Institute for Quantitative Research / /

Person

Frank M. Song / René Stulz / Jonathan H. Wright / Richard J. Sweeney / Mark Carey / Yacine Aït-Sahalia / Ray Y. Chou / Rene Stulz / Xin Huang / Paul Newbold / Robert Jarrow / Juanita Kreps Professor / Clara Vega / Ashish Das / Natalia Sizova / Jeffrey R. Russell / Alfred Nobel Zeuthen / Allan Timmermann / Mark Grinblatt / Svend Hylleberg / M. Hashem Pesaran / Peter F. Christoffersen / Tzuo Hann Law / Uta Kretschmer / Clive W.J. Granger / Milton Harris / Torben G. Andersen / Francis X. Diebold / Hao Zhou / Benjamin Y.B. Zhang / Paul Labys / Lawrence Blume / Andrew Lo / Michael Wickens / Lars E. Forsberg / Halbert White / Eric Ghysels / Mark W. Watson / Jun Cai / Ginger Wu / James Marrone / Heiko Ebens / Robert F. Engle / Wei Xiong / Daniel McFadden / Daniel B. Nelson / Michael Redfearn / Viktor Todorov / Graham Elliott / Stephen J. Leybourne / Steven Durlauf / Lars P. Hansen / Daniela Osterrieder / Ian Domowitz / Morten Ø. Nielsen / Hans O. Mikkelsen / George Tauchen / Jeffrey M. Wooldridge / George Constantinides / Basil Blackwell / Dobrislav Dobrev / Peter Christoffersen / Nour Meddahi / Robert J. Hodrick / Jianxin Wang / Sophia Zhengzi Li / Neil Shephard / Peter D. Jubinski / Lai Xu / Tim Bollerslev / Per H. Frederiksen / Michael Gibson / Kenneth F. Kroner / Steve Lange / Terence C. Mills / Andrew Harvey / Christian Pigorsch / Richard T. Baillie / Lin Peng / Michael Melvin / Julia Litvinova / /

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Position

Knowledge HighlyCited Researcher / Research Associate / Forward / Assistant Professor of Finance / Associate Professor of Finance / Professor of Economics / Professor of Finance / Director / 1998-present Research / chair / Associate Editor / Forward Foreign Exchange Markets / Co-Editor / /

ProvinceOrState

Virginia / New York / California / /

PublishedMedium

Journal of Finance / Journal of Political Economy / Review of Economics and Statistics / Journal of Econometrics / Journal of Applied Econometrics / Journal of the American Statistical Association / Review of Economic Studies / Review of Financial Studies / the Journal of Econometrics / Journal of Financial and Quantitative Analysis / Journal of Financial Economics / Journal of Economic Dynamics and Control / /

URL

http /

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