Council
- Tim Bollerslev
- John Campbell
- Peter Christoffersen
- Francis X. Diebold
- Darrell Duffie
- Robert Engle, Founding co-president
- Ronald Gallant
- René Garcia
- John Geweke
- Eric Ghysels, Founding co-president
- Christian Gouriéroux
- Niels Haldrup
- Lars Peter Hansen
- Wolfgang Härdle
- Stan Hurn
- Ravi Jagannathan
- Asger Lunde
- Per Mykland
- Adrian Pagan
- Eric Renault
- Neil Shephard
- George Tauchen
- Allan Timmermann
- Timo Terasvirta
- Halbert White
- Bas J.M. Werker