NYU Stern
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Research Affiliates

Tobias Adrian, Federal Reserve Board of New York

Torben Andersen, Kellogg School of Management, Northwestern University

Andrew Ang, Columbia Business School

Turan G. Bali, McDonough School of Business, Georgetown University

Tim Bollerslev, Duke University

Christian Brownlees, Department of Economics and Business, Universitat Pompeu Fabra

Peter Christoffersen, Rotman School of Management, University of Toronto

Frank Diebold, University of Pennsylvania

Jin-Chuan Duan, Director of Risk Management Institute, National University of Singapore

Eric Ghysels, University of North Carolina, Federal Reserve Bank of New York

Tony Hall, School of Finance and Economics, University of Technology, Sydney

Peter Hansen, European University Institute, Florence

Joao Issler, Graduate School of Economics, Getulio Vargas Foundation

Eric Jacquier, Department of Finance, HEC Montréal

Eric Jondeau, HEC Lausanne - University of Lausanne, Swiss Finance Institute

Malcolm Knight, Deutsche Bank Group

Pete Kyle, Robert H. Smith School of Business, University of Maryland

Bruce Lehmann, University of California – San Diego

Robin Lumsdaine, Kogod School of Business, American University

Asger Lunde, CREATES, Aarhus University

Robert Marshall, Pennsylvania State University

Fariborz Moshirian, Australian School of Business, The University of New South Wales

Andrew Patton, Department of Economics, Duke University

Hashem Pesaran, Cambridge University

Michael Rockinger, HEC Lausanne - University of Lausanne

Neil Shephard, Oxford-Man Institute, Oxford University

Ken Singleton, Stanford University

George Tauchen, Duke University

Allan Timmermann, Rady School of Management, University of California - San Diego

Liuren Wu, Zicklin School of Business, Baruch College

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