Summer School > Speakers

Andrew Patton is Zelter Family Professor of Economics and Professor of Finance at Duke University.

Andrew’s research areas include econometrics, financial economics and forecasting. His work focuses on improved models for risk and dependence between financial assets, methods for forecast evaluation and comparison, and empirical asset pricing. 

He published more than 40 papers in leading journals in Econometrics, Statistics and Finance like Journal of Econometrics, Journal of the American Statistical Association, Journal of Finance, Review of Financial Studies, Journal of Financial Economics and Journal of Business & Economic Statistics. He is currently managing editor of Journal of Financial Econometrics and associate editor or Review of Asset Pricing Studies, Journal of Econometrics, Journal of the American Statistical Association and Journal of Business & Economic Statistics.

Sébastien Laurent is professor of Econometrics at Aix-Marseille University.
Sébastien has published about 50 articles in Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Journal of Financial Econometrics, European Economic Review and International, Journal of Forecasting among others and has recently co-edited a handbook on volatility models (published by Wiley). He is associate editor of Journal of Business and Economic Statistics, International Journal of Forecasting and Journal of Time Series Analysis. Sébastien is also the developer of G@RCH, a software dedicated to the estimation and forecasting of risk.