Tim Bollerslev

Tim Bollerslev

Duke University
Verified email at duke.edu
Cited by 126722
Financial Econometrics Asset Pricing Time Series Econometrics
Pierre Perron

Pierre Perron

Department of Economics, Boston University
Verified email at bu.edu
Cited by 89172
Econometrics Time Series Econometrics Economics Statistics Time Series Analysis
Jushan Bai

Jushan Bai

Columbia University
Verified email at columbia.edu
Cited by 43509
Econometrics Factor Analysis Panel Data Structural Breaks Time Series Econometrics
Torben G. Andersen

Torben G. Andersen

Professor of Finance, Kellogg School, Northwestern University
Verified email at northwestern.edu
Cited by 42628
finance time series econometrics financial econometrics
Lutz Kilian

Lutz Kilian

Federal Reserve Bank of Dallas
Verified email at dal.frb.org
Cited by 40792
Time series econometrics Empirical macroeconomics Energy Economics
Timo Terasvirta

Timo Terasvirta

Aarhus University
Verified email at econ.au.dk
Cited by 28126
time series econometrics volatility modelling
Javier Fernandez-Macho

Javier Fernandez-Macho

Professor of Econometrics
Verified email at ehu.eus
Cited by 25719
Econometrics Statistics Time Series Econometrics Blue Economics
Lucrezia Reichlin

Lucrezia Reichlin

Professor of economics, London Business School
Verified email at london.edu
Cited by 21406
time series econometrics monetary economics
Domenico Giannone

Domenico Giannone

International Monetary Fund
Verified email at imf.org
Cited by 16398
Macroeconometrics Time Series Econometrics Forecasting Nowcasting High Dimensional Data
Marc Hallin

Marc Hallin

Université libre de Bruxelles
Verified email at ulb.ac.be
Cited by 13967
mathematical statistics time series multivariate analysis time-series econometrics
1 - 10