Peter Hansen

Peter Reinhard Hansen is the Henry A. Latané Distinguished Professor of Economics at the University of North Carolina, 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. Before joining UNC, he held academic positions at Brown University, Stanford University, and the European University Institute in Florence, Italy.

Professor Hansen is a leading researcher in forecasting and volatility modeling. His key contributions include a novel parameterization of correlation matrices, the Test for Superior Predictability, the Model Confidence Set, the Realized Kernel Estimator, and the Realized GARCH framework, which earned him the Richard Stone Prize in Applied Econometrics in 2014. He has been named to Thomson Reuters/Clarivate’s list of the World’s Most Influential Scientific Minds four times.