Click below on the visitors name for more information
Prof. Eric Ghysels
Professor of Economics at the University of North Carolina at Chapel Hill and Professor of Finance at the Kenan-Flagler Business School
Research Interests
MIDAS (meaning Mi(xed) Da(ta) S(ampling)) Regression Models and related Econometric Methods, Machine Learning, Artificial Intelligence, Big Data, FinTech, and Quantum Computing Applications in Finance
Visiting between:
(01 Apr 2023 - 01 Apr 2023)
Host: Oliver Linton
and Janeway Institute
Prof. Christian Hafner
Professor of Econometrics and Statistics, Catholic University of Louvain
Research Interests
Time Series Econometrics, Applied Nonparametric Statistics, Empirical Finance
Visiting between:
(12 Sep 2022 - 16 Sep 2022)
Host: Oliver Linton
and Janeway Institute
Dr Chen Wang
Assistant Professor in Department of Statistics and Actuarial Science, The University of Hong Kong.
Research Interests
Random Matrix Theory, Time Series Analysis, High-dimensional Data Analysis
Visiting between:
(26 Jul 2022 - 26 Aug 2022)
Host: Alexey Onatskiy
and Janeway Institute
Moqin Zhou
PhD candidate
Research Interests
Statistical Machine Learning, Bayesian Analysis, Text Analysis, Digital Humanities
Visiting between:
(01 Feb 2022 - 31 Jan 2023)
Host: Oliver Linton
and Janeway Institute
Kainat Khowaja
Research Associate and PhD student at Humboldt University of Berlin
Research Interests
Multivariate Time Series Analysis, Dimensionality Reduction, Multivariate Time Series Clustering
Visiting between:
(03 Jan 2022 - 21 Jan 2022)
Host: Oliver Linton
and Janeway Institute
Linqi Wang
PhD student in Financial Econometrics and Quantitative Finance at Université catholique de Louvain
Research Interests
Linqi's research projects revolve around the modelling of dynamic volatility and correlation with applications to portfolio allocation and risk management
Visiting between:
(01 Oct 2021 - 28 Mar 2022)
Host: Oliver Linton
and Janeway Institute
Dr Matteo Barigozzi
Associate Professor Department of Statistics LSE
Research Interests
High-Dimensional Time Series Analysis and Specifically on Large Dynamic Factor Models with Extensions to the Non-Stationary Setting
Visiting between:
(03 Feb 2020 - 13 Feb 2020)
Host: Alexey Onatskiy
Dr Simon Clinet
Keio University
Research Interests
Statistical Inference, Stochastic Processes, Financial Statistics, Financial Econometrics, High Frequency Data, Market Microstructure, Limit Order Books
Visiting between:
(16 Dec 2019 - 21 Dec 2019)
Host: Alexey Onatskiy
Dr Yoann Potiron
Keio University
Research Interests
Econometrics, Finance, High Frequency Data, Market Microstructure Noise, Limit Order Book
Visiting between:
(16 Dec 2019 - 21 Dec 2019)
Host: Alexey Onatskiy
Chaohua Dong
Zhongnan University of Economics and Law
Visiting between:
(03 Sep 2019 - 30 Oct 2019)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National University
Research Interests
Econometrics
Visiting between:
(23 Jul 2019 - 25 Jul 2019)
Host: Oliver Linton
Prof Farshid Vahid-Araghi
Monash University
Research Interests
Econometrics, Applied Economics, Time Series Analysis, Econometric Analysis of Experimental Data
Visiting between:
(15 Jul 2019 - 30 Jul 2019)
Host: Oliver Linton
Prof Heather Anderson
Monash University
Research Interests
Econometrics, Nonlinear Time Series Analysis, Empirical Finance, Macro-econometrics
Visiting between:
(15 Jul 2019 - 30 Jul 2019)
Host: Oliver Linton
Jean-Yves Gnabo
University of Namur
Research Interests
International Finance, Financial Econometrics, Systemic Risk Modelling, Contagion
Visiting between:
(11 Jun 2019 - 12 Jun 2019)
Host: Marco Valerio Geraci
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research Interests
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(19 May 2019 - 23 May 2019)
Host: Oliver Linton
Dr Yegor Klochkov
Humboldt-Universität zu Berlin
Visiting between:
(15 May 2019 - 30 May 2019)
Host: Oliver Linton
Prof Christiane Baumeister
Professor of Economics at the University of Notre Dame
Research Interests
Empirical Macroeconomics
Visiting between:
(05 May 2019 - 12 May 2019)
Host: Oliver Linton
Dr Miguel Delgado
University Carlos III de Madrid
Research Interests
Econometría
Visiting between:
(09 Mar 2019 - 29 Mar 2019)
Host: Oliver Linton
Dr Alexandra Soberon
University of Cantabria
Research Interests
Estimation and testing of nonparametric and semiparametric models, the analysis of the individuals’ behavior through panel data techniques, empirical microeconomics with applications to firm’s technical efficiency.
Visiting between:
(01 Nov 2018 - 31 Jan 2019)
Host: Oliver Linton
Sven Panz
Goethe University Frankfurt
Research Interests
Electronic Markets Engineering; Risk Management, Market Quality & Design; Algorithmic and High Frequency Trading
Visiting between:
(18 Sep 2018 - 15 Nov 2018)
Host: Oliver Linton
Tim Armstrong
Yale
Research Interests
Econometrics, Industrial Organization. Applied Econometrics
Visiting between:
(17 Sep 2018 - 21 Sep 2018)
Host: Oliver Linton
Dr Yingying Li
HKUST
Research Interests
Financial econometrics, Financial risk management high-frequency data, Volatility estimation and market microstructure, Statistical inference for stochastic processes, Asymptotic statistics
Visiting between:
(12 Sep 2018 - 13 Sep 2018)
Host: Oliver Linton
Dr Mingli Chen
Warwick University
Research Interests
Econometrics, Time Series Econometrics, Financial Econometrics, Industrial Organization
Visiting between:
(06 May 2018 - 12 May 2018)
Host: Alexey Onatskiy
Xiaohong Chen
Yale
Visiting between:
(19 Nov 2017 - 28 Nov 2017)
Host: Oliver Linton
Alain Chaboud
Federal Reserve
Visiting between:
(08 Oct 2017 - 12 Oct 2017)
Host: Oliver Linton
Songnian Chen
Hong Kong University of Science and Technology
Visiting between:
(22 May 2017 - 24 May 2017)
Host: Oliver Linton
Don Andrews
Yale University
Visiting between:
(15 May 2017 - 18 May 2017)
Host: Oliver Linton
Faustino Prieto Mendoza
University of Cantabria
Visiting between:
(01 Apr 2017 - 30 Apr 2017)
Host: Oliver Linton
Vera Zhao
Lancaster University Management School
Visiting between:
(05 Feb 2017 - 08 Feb 2017)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research Interests
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(31 Jan 2017 - 03 Feb 2017)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt-Universität zu Berlin
Research Interests
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(08 Nov 2016 - 10 Nov 2016)
Host: Oliver Linton
Martina Mincheva
Fox School of Business, Temple University
Visiting between:
(06 Jun 2016 - 10 Jun 2016)
Host: Oliver Linton
Prof Whitney Newey
MIT
Visiting between:
(31 Mar 2016 - 02 Apr 2016)
Host: Richard J Smith
Prof Gordon Anderson
University of Toronto
Research Interests
Applied econometrics
Visiting between:
(15 Feb 2016 - 19 Feb 2016)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National University
Visiting between:
(18 Jan 2016 - 22 Jan 2016)
Host: Oliver Linton
Prof Roger Koenker
University of Illinois
Visiting between:
(30 Nov 2015 - 12 Dec 2015)
Host: Oliver Linton
Prof Offer Lieberman
Bar-Ilan
Research Interests
Econometric Theory, Econometric Practice, Time Series Analysis
Visiting between:
(04 Oct 2015 - 14 Oct 2015)
Host: Richard J Smith
Prof Jianqing Fan
Princeton
Visiting between:
(21 Sep 2015 - 02 Oct 2015)
Host: Oliver Linton
Prof Jon Wellner
University of Washington
Research Interests
Large sample theory in statistics, theory of empirical processes and probability in Banach spaces, and efficient estimation for semiparametric models.
Visiting between:
(20 Sep 2015 - 25 Oct 2015)
Host: Oliver Linton
Marcelo Moreira
Escola Brasileira De Economia E Financas
Visiting between:
(04 Aug 2015 - 07 Aug 2015)
Host: Alexey Onatskiy
Prof Wolfgang Härdle
Humboldt University
Research Interests
Smoothing Methods, Discrete Choice Models, Statistical Modeling of Financial Markets
Visiting between:
(01 May 2015 - 15 May 2015)
Host: Oliver Linton
Prof Timothy Guinnane
Yale University
Visiting between:
(06 Apr 2015 - 24 Apr 2015)
Host: Oliver Linton
Prof Joon Park
Indiana University
Research Interests
Econometric theory, time series and financial econometrics
Visiting between:
(23 Mar 2015 - 06 Apr 2015)
Host: Oliver Linton
Prof Yoosoon Chang
Indiana University
Visiting between:
(23 Mar 2015 - 06 Apr 2015)
Host: Oliver Linton
Prof Yoon-Jae Whang
Seoul National
Visiting between:
(25 Jan 2015 - 06 Feb 2015)
Host: Oliver Linton
Prof Simon Lee
Seoul National
Research Interests
Econometrics, Applied Microeconomics, Statistics
Visiting between:
(19 Jan 2015 - 23 Jan 2015)
Host: Oliver Linton
Prof Nikolaus Hautsch
University of Vienna
Research Interests
Financial econometrics, empirical finance, market microstructure analysis, price discovery, estimation of volatility, liquidity, high-dimensional covariance prediction, systemic risk, financial network analysis
Visiting between:
(25 Nov 2014 - 30 Nov 2014)
Host: Oliver Linton
Prof Anders Rahbek
University of Copenhagen
Research Interests
Time series analysis in finance and macro: co-integration analysis; bootstrap methods; count models; (stochastic) volatility and GARCH modeling; discrete time vs. continuous time modeling.
Visiting between:
(25 Jun 2014 - 09 Jul 2014)
Host: Oliver Linton
Prof Victor Chernozhukov
MIT
Visiting between:
(24 Jun 2014 - 26 Jun 2014)
Host: Oliver Linton
Prof Jean-Michel Zakoian
CREST
Research Interests
Time Series, Theoretical and Financial Econometrics, Statistics.
Visiting between:
(31 May 2014 - 07 Jun 2014)
Host: Oliver Linton
Prof Thomas Rothenberg
University of California, Berkeley
Research Interests
Inference in nonstationary time-series models; second order efficiency of tests
Visiting between:
(29 May 2014 - 06 Jun 2014)
Host: Oliver Linton
Prof Wolfgang Härdle
Humboldt University
Visiting between:
(23 May 2014 - 30 May 2014)
Host: Oliver Linton
Prof Michael Jansson
University of California, Berkeley
Visiting between:
(04 May 2014 - 10 May 2014)
Host: Oliver Linton
Prof Eric Ghysels
University of North Carolina
Research Interests
MIDAS
Visiting between:
(28 Apr 2014 - 07 May 2014)
Host: Oliver Linton
Prof Jiti Gao
Monash
Visiting between:
(28 Apr 2014 - 10 May 2014)
Host: Oliver Linton
Prof Paul Embrechts
ETH
Visiting between:
(28 Apr 2014 - 02 Apr 2014)
Host: Oliver Linton
Prof Maureen O'Hara
Cornell
Research Interests
Market microstructure
Visiting between:
(27 Apr 2014 - 02 May 2014)
Host: Oliver Linton
Prof Thierry Post
University of Bangor
Visiting between:
(21 Apr 2014 - 04 May 2014)
Host: Oliver Linton
Prof Peter Hansen
European University Institute
Research Interests
Econometrics, Cointegration, Multiple Comparisons and Model Selection
Visiting between:
(06 Mar 2014 - 07 Mar 2014)
Host: Oliver Linton
Prof Andrew Patton
Duke
Visiting between:
(05 Mar 2014 - 07 Mar 2014)
Host: Oliver Linton
Marc Hallin
ECARES and Princeton
Research Interests
Nonparametric and Robust Statistics
Visiting between:
(20 Jan 2014 - 23 Mar 2014)
Host: Oliver Linton
Dr XiaoLu (Vera) Zhao
Assistant Professor, Dongbei University of Finance and Economics (DUFE)
Visiting between:
(04 Dec 2022 - 04 Dec 2022)
Host: Oliver Linton
and Janeway Institute