个人学术档案

Tim Bollerslev

Duke University

在 duke.edu 的电子邮件经过验证

被引用次数：130769

Financial Econometrics Asset Pricing Time Series Econometrics

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：45334

Econometrics economics statistics financial econometrics finance

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：44200

finance time series econometrics financial econometrics

Paresh Kumar Narayan

Monash University

在 monash.edu 的电子邮件经过验证

被引用次数：41498

Financial econometrics financial markets energy markets

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：32327

Financial Econometrics Fintech Nowcasting Quantum Computing

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：31274

Econometrics Financial Econometrics Covariance Correlation

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：29446

Economics Econometrics Financial Economics Financial Econometrics Finance

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：25022

Econometrics Time Series Financial Econometrics Forecasting Kalman filter

George Tauchen

Professor of Economics

在 duke.edu 的电子邮件经过验证

被引用次数：24607

financial econometrics econometrics finance statistics

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：24579

Financial econometrics statistics

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