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Co-authors
Torben G. AndersenProfessor of Finance, Kellogg School, Northwestern UniversityVerified email at northwestern.edu- Francis DieboldProfessor of Economics, University of PennsylvaniaVerified email at sas.upenn.edu
- Richard BaillieA J Pasant Professor of Economics & FinanceVerified email at msu.edu
- Robert EngleNew York UniversityVerified email at stern.nyu.edu
- Hao ZhouPBC School of Finance, Tsinghua UniversityVerified email at pbcsf.tsinghua.edu.cn
- Clara VegaFederal Reserve Board of GovernorsVerified email at frb.gov
- Ray Yeutien ChouResearch Fellow, Institute of Economics, Academia SinicaVerified email at econ.sinica.edu.tw
- Viktor TodorovProfessor of Finance, Kellogg School, Northwestern UniversityVerified email at northwestern.edu
- Peter ChristoffersenRotman School of Management, University of TorontoVerified email at rotman.utoronto.ca
- Jeffrey M. WooldridgeUniversity Distinguished Professor of Economics, Michigan State UniversityVerified email at msu.edu
- Andrew PattonZelter Family Professor of Economics and Professor of Finance, Duke UniversityVerified email at duke.edu
- Lai XuAssistant Professor of Finance, Syracuse UniversityVerified email at syr.edu
- Rogier QuaedvliegErasmus University RotterdamVerified email at ese.eur.nl
- Morten Ørregaard NielsenDavid Chadwick Smith Chair in Economics and Canada Research Chair, Queen's UniversityVerified email at econ.queensu.ca
- Sophia Zhengzi LiAssistant Professor of Finance, Rutgers UniversityVerified email at business.rutgers.edu
- Eric GhyselsBernstein Distinguished Professor of Economics, UNC and Kenan-Flagler Business SchoolVerified email at unc.edu
- Jia LiProfessor of Economics, Duke UniversityVerified email at duke.edu
- Robert J. HodrickNomura Professor of International Finance, Columbia Business School, Columbia UniversityVerified email at columbia.edu
- Dan JubinskiSaint Joseph's UniversityVerified email at sju.edu
- Tzuo Hann LawBoston CollegeVerified email at bc.edu
Tim Bollerslev
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