Tim Bollerslev

Tim Bollerslev

Duke University
在 duke.edu 的电子邮件经过验证
被引用次数：127332
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 …
在 fas.harvard.edu 的电子邮件经过验证
被引用次数：44159
Econometrics economics statistics financial econometrics finance
Torben G. Andersen

Torben G. Andersen

Professor of Finance, Kellogg School, Northwestern University
在 northwestern.edu 的电子邮件经过验证
被引用次数：42499
finance time series econometrics financial econometrics
Paresh Kumar Narayan

Paresh Kumar Narayan

Monash University
在 monash.edu 的电子邮件经过验证
被引用次数：39484
Financial econometrics financial markets energy markets
Eric Ghysels

Eric Ghysels

Bernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill
在 unc.edu 的电子邮件经过验证
被引用次数：30873
Financial Econometrics Fintech Nowcasting Quantum Computing
Michael McAleer

Michael McAleer

Professor of Quantitative Finance, Erasmus University Rotterdam
在 ese.eur.nl 的电子邮件经过验证
被引用次数：28617
Economics Econometrics Financial Economics Financial Econometrics Finance
Kevin Sheppard

Kevin Sheppard

University Lecturer, University of Oxford
在 economics.ox.ac.uk 的电子邮件经过验证
被引用次数：26004
Econometrics Financial Econometrics Covariance Correlation
George Tauchen

George Tauchen

Professor of Economics
在 duke.edu 的电子邮件经过验证
被引用次数：24090
financial econometrics econometrics finance statistics
Siem Jan Koopman

Siem Jan Koopman

Professor of Econometrics, Vrije Universiteit Amsterdam
在 vu.nl 的电子邮件经过验证
被引用次数：24039
Econometrics Time Series Financial Econometrics Forecasting Kalman filter
Yacine Ait-Sahalia

Yacine Ait-Sahalia

Otto A. Hack 1903 Professor, Princeton University
在 princeton.edu 的电子邮件经过验证
被引用次数：23189
Financial econometrics statistics
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