Founding Members

Karim M. Abadir
Tanaka Business School, Imperial College

Tobias Adrian
Federal Reserve Bank of New York

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

Albert Lee Chun
Copenhagen Business School

Antonis Demos
Athens University of Economics and
Business

Francis X. Diebold
University of Pennsylvania

Feike C. Drost
Tilburg University

Jefferson Duarte
University of Washington

Mardi Dungey
University of Tasmania

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

Yufeng Han
Tulane University

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

Stan Hurn
Queensland University of Technology

Eric Jacquier
CIREQ, CIRANO, HEC Montreal

Ravi Jagannathan
Northwestern University

Eric Jondeau
University of Lausanne

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

Wai Keung Li
University of Hong Kong

Michael Kyriakides
Therapeftiki SA

Petros Kyriakides
Kyriakides Studies SA

Lavrentis Lavrentiadis
Lavrentiadis Group of Companies

Jimmy Liew
Campbell & Company

David Lilien
Quantitative Micro Software

Asger Lunde
CREATES, Aarhus University

Koichi Maekawa
Hiroshima University of Economics

Loriano Mancini
Swiss Finance Institute at EPFL

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

Patrick Ryan Morris
Hagin Capital LLC

Per Mykland
University of Chicago

Theo E. Nijman
Tilburg University

Andrew Patton
University of Oxford

Lasse Pedersen
Stern School of Business, New York University

Fulvio Pegoraro
INSEE-CREST

Peter C.B. Phillips
Yale University

Stephen Rappaport
Consultant

Jonathan Reiss
Analytical Synthesis, LLC.

Eric Renault
University of North Carolina
CIRANO
and CIREQ

Christian Reusch
Wadhwani Asset Management LLP

Michael Rockinger
University of Lausanne

Jeffrey Russell
Graduate School of Business, University of Chicago

Olivier Scaillet
HEC Université de Genève and Swiss Finance Institute

Peter Schotman
Maastricht University

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

Andrey Vavilov
Institute for Financial Studies, Moscow

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

Hao Zhou
The Federal Reserve Board

Guofu Zhou
Olin School of Business, Washington University

Ricardas Zitikis
University of Western Ontario