Founding Members
Karim M. Abadir
Tanaka Business School, Imperial College
Yacine Ait-Sahalia
Princeton University
Turan G. Bali
Baruch College
Federico M. Bandi
Graduate School of Business, University of Chicago
Luc Bauwens
CORE, Université Catholique de Louvain
Arthur M. Berd
Quantitative Alternatives, LLC
Tim Bollerslev
Duke University
Berto Brauns
Campbell & Company
Stephen Brown
Stern School of Business, New York University
John Campbell
Harvard University
Peter Carr
Bloomberg LP
Mikhail Chernov
London Business School
Thomas C. Chiang
Drexel University
Ray Chou
Academia Sinica and National Chiao Tung University
Peter Christoffersen
McGill University
Antonis Demos
Athens University of Economics and
Business
Francis X. Diebold
University of Pennsylvania
Feike C. Drost
Tilburg University
Jefferson Duarte
University of Washington
Robert Engle
Stern School of Business, New York University
University of California-San Diego
Jianqing Fan
Princeton University
Jon Faust
Center for Financial Education, Johns Hopkins University
Marcelo Fernandes
Queen Mary, University of London
Wai Mun Fong
National University of Singapore
Philip Hans Franses
Econometric Institute, Erasmus University Rotterdam
Ronald Gallant
Duke University
Giampiero M. Gallo
Università di Firenze
FEDRA
René Garcia
Université de Montréal
CIRANO and CIREQ
Nikolaos Georgikopoulos
Centre for Planning and Economic Research - Greece
James M. Gerard
Fidelity Investments
John Geweke
University of Iowa
Eric Ghysels
University of North Carolina
Andreas Gottschling
Deutsche Bank AG
Christian Gouriéroux
University of Toronto
INSEE-CREST
Clive Granger
University of California-San Diego
Niels Haldrup
CREATES, University of Aarhus
Tony Hall
University of Technology, Sydney
Lars Peter Hansen
University of Chicago
Peter R. Hansen
Stanford University
Wolfgang Härdle
Humboldt-Universität zu
Berlin
Joel Hasbrouck
Stern School of Business, New York University
Patricia L. Higgins
Go-Market, Inc.
Robert J. Hodrick
Columbia University
Yongmiao Hong
Cornell University, Xiamen University
Eric Jacquier
CIREQ, CIRANO, HEC Montreal
Ravi Jagannathan
Northwestern University
Frank C.J.M. de Jong
Tilburg University
Paul Kofman
The University of Melbourne
Petter Kolm
Courant Institute, New York University
Siem Jan Koopman
Vrije Universiteit Amsterdam, Department of Econometrics
Karen Lewis
University of Pennsylvania-Wharton
Jimmy Liew
Campbell & Company
David Lilien
Quantitative Micro Software
Asger Lunde
Aarhus School of Business, Aarhus University
Koichi Maekawa
Hiroshima University of Economics
Robert S. Mariano
Singapore Management University
Tom McCurdy
Rotman School of Management, University of Toronto
J. Roderick McCrorie
University of St. Andrews
Bertrand Melenberg
Tilburg University
Alexandros E. Milionis
University of the Aegean
Per Mykland
University of Chicago
Theo E. Nijman
Tilburg University
Andrew Patton
University of Oxford
Lasse Pedersen
Stern School of Business, New York University
Jonathan Reiss
Analytical Synthesis, LLC.
Eric Renault
University of North Carolina
CIRANO
and CIREQ
Jeffrey Russell
Graduate School of Business, University of Chicago
Olivier Scaillet
HEC Université de Genève and Swiss Finance Institute
Rainer Schulz
University of Aberdeen
Neil Shephard
Department of Economics, University of Oxford
Kevin Sheppard
Department of Economics, University of Oxford
William Silber
Stern School of Business, New York University
Glenn Sueyoshi
Quantitative Micro Software
Joseph A. Swanson
Kellogg School of Management, Northwestern University
George Tauchen
Duke University
Stephen Taylor
Lancaster University
Dick van Dijk
Econometric Institute, Erasmus University Rotterdam
Herman K. van Dijk
Econometric Institute, Erasmus University Rotterdam
David Veredas
ECARES - Université Libre de Bruxelles
Bas J.M. Werker
Tilburg University
Halbert White
University of California-San Diego
Robert Whitelaw
Stern School of Business, New York University
Christopher Wilkins
Quantitative Micro Software
Liuren Wu
Zicklin School of Business, Baruch College
Jun Yu
Singapore Management University
Yong Zeng
University of Missouri at Kansas City
Lan Zhang
University of Illinois at Chicago
Ricardas Zitikis
University of Western Ontario
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