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Professor Robert F. EngleR. Engle
Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets.   His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets.
For further information regarding his work please follow the link below:
http://www.stern.nyu.edu/rengle/

 

T Bolleslev

 Professor Tim Bollerslev
Tim Bollerslev is the first Juanita and Clifton Kreps Distinguished Professor of Economics at Duke University, Professor of Finance at the Fuqua School of Business, and Research Director for the Duke Financial Economics Center (DFE). He is an elected fellow of the Econometric Society and the American Statistical Association, a longtime Research Associate at the National Bureau of Economic Research (NBER), and an International Research Fellow at the Center for Research in Time Series Econometrics (CREATES) at the University of Aarhus, Denmark. Prior to joining Duke, Dr. Bollerslev has held positions as the Sharpe Distinguished Professor of Finance at the Kellogg Graduate School of Management at Northwestern University, and the Commonwealth Professor of Economics at the University of Virginia.
For further information regarding his work please follow the link below:
http://public.econ.duke.edu/~boller/

 

T. Terasvirta

Professor Timo Teräsvirta
Timo Teräsvirta is Professor of Economics, Aarhus University, and member of CREATES. He received his DPolSc (Econometrics) from the University of Helsinki 1970. He has been Professor of Statistics, University of Helsinki, 1976-1980, Research Fellow, Research Institute of the Finnish Economy, 1980-1989, Research Fellow, Norges Bank, 1992-1993, 1994, 2000, Professor of Econometrics, Stockholm School of Economics, 1994-2006, and Distinguished Senior Fellow at Hanken School of Economics, Helsinki, 2001-2013. He is Adjoint Professor, Queensland University of Technology, Brisbane, 2013-2016. Teräsvirta is elected member of the International Statistical Institute (since 1978), Societas Scientiarum Fennica, Helsinki (since 1978), and the Royal Academy of Sciences, Stockholm (since 2001). He is Distinguished Author of Journal of Applied Econometrics and Fellow of Journal of Econometrics. His research and teaching interests include nonlinear time series econometrics and modelling volatility.
For further information regarding his work please follow the link below:
http://pure.au.dk/portal/en/persons/id(dcf45940-3e5e-4f68-b513-d619cd9a25da).html

 

 

R. Baillie

Professor Richard T. Baillie 
Research interests:  Time Series Econometrics, International Finance, and Asset Pricing.
For further information regarding his work please follow the link below:
https://www.msu.edu/~baillie/

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