Tim Bollerslev

Tim Bollerslev

Duke University
Verified email at duke.edu
Cited by 96716
Financial Econometrics Asset Pricing Time Series Econometrics
Neil Shephard

Neil Shephard

Frank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard …
Verified email at fas.harvard.edu
Cited by 35233
Econometrics economics statistics financial econometrics finance
Shuangzhe Liu

Shuangzhe Liu

University of Canberra
Cited by 33891
Matrix Calculus Directional Data Panel Data Spatial Econometrics Financial Econometrics
Torben G. Andersen

Torben G. Andersen

Professor of Finance, Kellogg School, Northwestern University
Verified email at northwestern.edu
Cited by 32827
finance time series econometrics financial econometrics
Wolfgang Karl Härdle

Wolfgang Karl Härdle

Humboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statistics
Verified email at hu-berlin.de
Cited by 32810
Digital Finance Financial Econometrics Computational Statistics High dimensional modelling machine learning
Chialin Chang

Chialin Chang

Professor of Economics and Professor of Finance, National Chung Hsing University
Verified email at nchu.edu.tw
Cited by 30713
Industrial Organization Agricultural Economics Financial Econometrics Financial Economics Time Series
Jushan Bai

Jushan Bai

Columbia University
Verified email at columbia.edu
Cited by 27424
Econometrics Financial Econometrics
Sophia Zhengzi Li

Sophia Zhengzi Li

Assistant Professor of Finance, Rutgers University
Verified email at business.rutgers.edu
Cited by 24106
Asset Pricing Financial Econometrics
paresh narayan

paresh narayan

Deakin University
Verified email at deakin.edu.au
Cited by 19981
financial markets financial econometrics
Eric Ghysels

Eric Ghysels

Bernstein Distinguished Professor of Economics, UNC and Kenan-Flagler Business School
Verified email at unc.edu
Cited by 19333
Financial Econometrics Asset Pricing Time Series Econometrics
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