Short Bio

Peter Reinhard Hansen is the Henry A. Latané Distinguished Professor in Economics at the University of North Carolina at Chapel Hill. He holds an M.Sc. in Mathematics and Economics from the University of Copenhagen and a Ph.D. in Economics from the 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's research spans forecasting, volatility modeling, and the modeling of correlation matrices. His main contributions include the Test for Superior Predictive Ability, the Realized Kernel estimator, the Model Confidence Set, the Realized GARCH framework, and a new parametrization of correlation matrices. The Realized GARCH paper received the Richard Stone Prize in Applied Econometrics in 2014. He is a Fellow of the International Association for Applied Econometrics and of the Journal of Econometrics. He serves as Co-Editor of the Journal of Financial Econometrics and as Associate Editor of several leading econometrics journals, and he is a member of the Council of the Society for Financial Econometrics (SoFiE). He has been named a Highly Cited Researcher by Thomson Reuters/Clarivate four times.