Peter Reinhard Hansen

Henry A. Latané Distinguished Professor in Economics

Peter Reinhard Hansen

Henry A. Latané Distinguished Professor in Economics

University of North Carolina, Chapel Hill

Department of Economics

Department of Economics

Gardner Hall

141 South Road

Chapel Hill, NC 27599


Short Bio

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. He previously held academic positions at Brown University, Stanford University, and the European University Institute in Florence, Italy.

Professor Hansen is a leading researcher on forecasting and volatility modeling and his main contributions include a new way to parameterize correlation matrices, the Test for Superior Predictability, the Model Confidence Set, the Realized Kernel Estimator, the Realized GARCH framework, which won the Richard Stone Prize in Applied Econometrics in 2014. He was included in Thomson Reuters/Clarivate's list of the World’s Most Influential Scientific Minds four times.


CV



cvlong20220928.docx