International Conference > Keynote speakers

Torben G. ANDERSEN, Northwestern University

Torben G. Andersen is the Nathan S. and Mary P. Sharp Professor of Finance at Kellogg School of Management at Northwestern University, a Faculty Research Associate of the National Bureau of Economic Research (NBER) and an International Fellow of the Center for Research in Econometric Analysis of Economic Time Series (CREATES) in Aarhus, Denmark. In addition, Professor Andersen was elected Fellow of the Econometric Society in 2008, and Fellow of the Society for Financial Econometrics, SoFiE, in 2013, Fellow of the Society for Economic Measurement (SEM) in 2018, and Fellow of the International Association for Applied Econometrics (IAAE) in 2020. He is currently a co-editor of the Journal of Econometrics.

Professor Andersen has published widely in asset pricing, empirical finance, and empirical market microstructure. His work centers on the modeling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection, and the term structure of interest rates. He published many articles in leading journal including Journal of Econometrics, Quantitative Economics, Journal of Business Economics and Statistics, Econometric Theory, Journal of Finance, Journal of Financial Economics,Review of Financial Studies, Econometrica and Review of Economics and Statistics.

Peter Reinhard HANSEN, University of North Carolina

Peter Hansen is the Henry A. Latané Distinguished Professor in Economics at the University of North Carolina, Chapel Hill. He holds a M.Sc in Mathematics and Economics from University of Copenhagen and a Ph.D. in Economics from University of California, San Diego. Before joining the Department of Economics at UNC in 2016, he was Professor of Econometrics at the European University Institute (2011-2016), Assistant Professor of Economics at Stanford University (2004-2012) and Assistant Professor of Economics at Brown University (2000-2004). He is the current director of the (EC) 2 conference series.

Peter Hansen is also associate editor of Journal of Applied Econometrics, Econometric Theory and Journal of Econometric Methods.

He published many articles in leading journals including Econometrica, Journal of Econometrics, Econometric Theory and Journal of Business and Economic Statistics.

© Northwestern University, University of North Carolina