Fellows

Each year the SoFiE Council elects several "SoFiE Fellows," in recognition of their outstanding contributions to financial econometrics.

2015 SoFiE Fellows:

Ole Barndorff-Nielsen, Aarhus University
Frank Kleibergen, University of Amsterdam
Siem Jan Koopman, VU University Amsterdam
Oliver Linton, University of Cambridge
Robin Lumsdaine, American University
Nour Meddahi, Toulouse School of Economics

2014 SoFiE Fellows:

Luc Bauwens, Université catholique de Louvain and University of Johannesburg
Joel Hasbrouck, New York University
Nikolaus Hautsch, University of Vienna
Enrique Sentana, CEMFI
Kenneth Singleton, Stanford University

2013 SoFiE Fellows:

Yacine Aїt-Sahalia, Princeton University
Federico Bandi, Johns Hopkins University
Jin-Chuan Duan, National University of Singapore
Peter Hansen, European University Institute
Andrew Patton, Duke University
Peter C.B. Phillips, Yale University
Olivier Scaillet, Université de Genève and Swiss Finance Institute
Kevin Sheppard, University of Oxford
Viktor Todorov, Northwestern University

2012 (Inaugural) SoFiE Fellows:

Torben Andersen, Northwestern University
Tim Bollerslev, Duke University
John Y. Campbell, Harvard University
Peter Christoffersen, University of Toronto
Francis X. Diebold, University of Pennsylvania
Darrell Duffie, Stanford University
Robert F. Engle, New York University
A. Ronald Gallant, Duke University
René Garcia, EDHEC Business School, Nice
John F. Geweke, University of Technology, Sydney
Christian Gouriéroux, ENSAE/University of Toronto
Clive W.J. Granger, University of California, San Diego*
Eric Ghysels, University of North Carolina, Chapel Hill
Niels Haldrup, Aarhus University
Lars Peter Hansen, University of Chicago
Wolfgang Härdle, Humboldt-Universitat zu Berlin
Stan Hurn, Queensland University of Technology
Ravi Jagannathan, Northwestern University
Asger Lunde, Aarhus University
Per Mykland, University of Chicago
Adrian Pagan, University of Technology, Sydney
Eric Renault, Brown University
Michael Rockinger, University of Lausanne
Neil Shephard, Oxford University
George Tauchen, Duke University
Allan Timmermann, University of California, San Diego
Timo Terasvirta, Aarhus University
Bas J.M. Werker, Tilburg University
Halbert L. White Jr., University of California, San Diego*
Jun Yu, Singapore Management University

*Deceased