Estimation Of Volatility Professors in Global

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Yi Ding
University of Southampton United Kingdom
forecasting financial market volatility
realised volatility
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Frederi Viens
Michigan State University United States of America
stochastic volatility
parameter estimation
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James Spall
Johns Hopkins University United States of America
uncertainty calculation
parameter estimation
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Zoe Gillett
University of New South Wales Australia
climate variability
ocean variability
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Wei-biao Wu
University of Chicago United States of America
mean vector estimation
covariance matrix estimation
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Param Silvapulle
Monash University Australia
market risk estimation
credit risk estimation
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Chandra Rajulapati
University of Manitoba Canada
uncertainty quantification
hydroclimatic variability
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Alana Lund
University of Waterloo Canada
uncertainty quantification
vulnerability risk assessment
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Luis Avendaño-valencia
University of Southern Denmark Denmark
uncertainty quantification
vibration analysis
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Shooka Karimpour
York University Canada
turbulent instability
turbulent modelling
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Olaf Posch
University of Hamburg Germany
estimation of volatility
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Loriano Mancini
Università della Svizzera italiana Switzerland
volatility
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Timo Teräsvirta
Aarhus University Denmark
volatility
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Ser-huang Poon
University of Manchester United Kingdom
volatility
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Marco Avarucci
University of Glasgow United Kingdom
volatility
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Lawrence Harris
University of Southern California United States of America
volatility
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Pietro Veronesi
University of Chicago Booth School of Business United States of America
volatility
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Aditya Kaul
University of Alberta Canada
volatility
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Glen Donaldson
University of British Columbia Canada
volatility forecasting
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Andrew Patton
Duke University Singapore
volatility forecasting
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Dick Van Dijk
Erasmus University Rotterdam Netherlands
volatility modeling
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