Committee Chair
Federico Bandi,
Johns Hopkins Carey Business School
Federico M. Bandi is the inaugural appointee to the James Carey Endowed Professorship in Business at the Johns Hopkins Carey Business School. An expert in the areas of financial econometrics, continuous-time asset pricing, time series econometrics, and empirical market microstructure, Bandi joined the Carey Business School in 2009. He previously served as the David W. Johnson Professor at the University of Chicago Booth School of Business. He has published research articles in the foremost journals on econometrics and finance, and he has served as a co-managing editor of the Journal of Financial Econometrics and as an associate editor of Econometric Theory, the Journal of Business and Economic Statistics, and the Econometrics Journal. Bandi received his Ph.D. in economics from Yale University.
Committee Co-Chairs
Christian Gourieroux,
University of Toronto and Toulouse School of Economics
Christian Gourieroux is a professor of economics at the University of Toronto, specializing in the fields of econometrics, finance, and insurance. With over four decades of university teaching experience, Gourieroux has held previous academic positions at ENSAE Paris, the Paris IX University, and Lille I University. He also served as the director for the Center for Research in Economics and Statistics at the French National Institute for Statistics and Economic Studies. His has written 17 books and his research has been published in various academic journals, including the Journal of Banking and Finance, the European Economic Review, and International Economic Review. Outside his academic career, Gourieroux also held consultation positions at the Canadian Imperial Bank of Commerce, DEXIA Bank, and Credit Agricole Group. Gourieroux holds a Ph.D. from the University of Rouen.
George Tauchen,
Duke University
George Tauchen is a professor of economics at Duke University. Tauchen has been a member of faculty at Duke since 1977, where he is an expert in the field of econometrics and financial economics. Tauchen is a fellow of the Econometric Society, a fellow of the American Statistical Association, fellow of the Journal of Econometrics, founding fellow of the Society for Financial Econometrics, founding fellow of the International Association for Applied Econometrics (IAAE), and fellow of the International Engineering and Technology Institute (IETI). His academic work has been published in various academic journals, including the Journal of Econometrics, Journal of the American Statistical Association, and Journal of Financial Econometrics. His editorial positions also include time spent on the Journal of Dynamic Macroeconomics, Journal of Empirical Science, and Journal of Business and Economic Statistics. Tauchen holds a Ph.D. from the University of Minnesota.
Lan Zhang,
University of Illinois at Chicago
Lan Zhang is a professor of finance at the University of Illinois at Chicago. With two decades of teaching experience, including positions at Oxford University and Carnegie Mellon University, she is an expert in the fields of financial econometrics, market microstructure, and statistical arbitrage and trading. A member of the Council of Society for Financial Econometrics, Zhang has been recognized by the U.S. National Science Foundation through her work for statistical inference. She has been a part of the American Finance Association, Bachelier Finance Society, and the European Finance Association. Her work has also been published in the Journal of the American Statistical Association, Journal of Econometrics and Econometrica. Zhang holds a Ph.D. in statistics from the University of Chicago.
Committee Members
| First Name: | Last Name: | Institution: |
|---|---|---|
| Torben | Andersen | Northwestern University |
| Yacine | Ait-Sahalia | Princeton University |
| Caio | Almeida | Princeton University |
| Heather | Anderson | Monash University |
| David | Bates | The University of Iowa Iowa City |
| Luca | Benzoni | Federal Reserve Bank of Chicago |
| Tim | Bollerslev | Duke University |
| Christian | Brownlees | UPF Barcelona |
| Laurent | Calvet | EDHEC Business School |
| Marine | Carrasco | University of Montreal |
| Anna | Cieslak | Duke University |
| Riccardo | Colacito | University of North Carolina, Chapel Hill |
| Pierre | Collin-Dufresne | EPFL |
| Valentina | Corradi | University of Surrey |
| Fulvio | Corsi | University of London |
| Drew | Creal | University of Notre Dame |
| Veronika | Czellar | EDHEC Business School |
| Frank | De Jong | Tilburg University |
| Walter | Distaso | Imperial College |
| Dobrislav | Dobrev | Federal Reserve Board |
| Bjorn | Eraker | University of Wisconsin, Madison |
| Yanqin | Fan | University of Washington, Seattle |
| Jianqing | Fan | Princeton University |
| Marcelo | Fernandes | Sao Paulo School of Economics |
| Nicola | Fusari | Johns Hopkins Carey Business School |
| Patrick | Gagliardini | University of Lugano |
| René | Garcia | University of Montreal |
| Eric | Ghysels | University of North Carolina, Chapel Hill |
| Sílvia | Gonçalves | University of Montreal |
| Nikolay | Gospodinov | Federal Reserve Bank of Atlanta |
| Massimo | Guidolin | Universita' Bocconi |
| Peter | Hansen | University of North Carolina |
| Joel | Hasbrouck | New York University |
| Nikolaus | Hautsch | University of Vienna |
| Stan | Hurn | Queensland University of Technology |
| Ravi | Jagannathan | Northwestern University |
| Christopher S. | Jones | University of Southern California |
| Linda | Khalaf | Carleton University |
| Ilze | Kalnina | NC State University |
| Raymond | Kan | University of Toronto |
| Bryan | Kelly | Yale University |
| Frank | Kleibergen | University of Amsterdam |
| Siem Jan | Koopman | Vrije Universiteit Amsterdam |
| Kim | Kristensen | Aarhus University |
| Sebastien | Laurent | Aix-Marseille Université |
| Suzanne | Lee | Georgia Tech Scheller College of Business |
| Jia | Li | Duke University |
| Yingying | Li | Hong Kong University of Science and Technology |
| Haitao | Li | Cheung Kong Graduate School of Business |
| Robin L. | Lumsdaine | American University |
| Loriano | Mancini | EPFL |
| Cecilia | Mancini | Università degli Studi di Verona |
| Nour | Meddahi | Toulouse School of Economics |
| Marcelo | Medeiros | PUC-Rio |
| Per | Mykland | University of Chicago |
| Andrew | Patton | Duke University |
| Benoit | Perron | University of Montreal |
| Alberto | Plazzi | Università della Svizzera italiana |
| Eric | Renault | University of Warwick |
| Roberto | Renò | Università degli studi di Verona |
| Cesare | Robotti | University of Warwick |
| Michael | Rockinger | University of Lausanne |
| Mathieu | Rosenbaum | University Pierre et Marie Curie (Paris VI) |
| Olivier | Scaillet | GFRI |
| Julia | Schaumburg | Vrije Universiteit Amsterdam |
| Paul | Schneider | University of Lugano & Swiss Finance Institute |
| Zhaogang | Song | Johns Hopkins Carey Business School |
| Shuping | Shi | Macquarie University |
| Allan | Timmermann | University of California, San Diego |
| Viktor | Todorov | Northwestern University |
| Fabio | Trojani | University of Geneva & Swiss Finance Institute |
| Rossen | Valkanov | University of California, San Diego |
| Rasmus | Verneskov | Copenhagen Business School |
| Andrea | Vedolin | Boston University |
| Bas J.M. | Werker | Tilburg University |
| Michael | Wolf | University of Zurich |
| Jing Cynthia | Wu | University of Notre Dame |
| Dacheng | Xiu | University of Chicago |
| Jun | Yu | University of Chicago |
| Paolo | Zaffaroni | Imperial College London |
| Jean-Michel | Zakoian | CREST |
| Lan | Zhang | University of Illinois at Chicago |
| Zhengjun | Zhang | University of Wisconsin, Madison |
| Xinghua | Zheng | HKUST |
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