Torben G. Andersen

Torben G. Andersen is Nathan S. and Mary P. Sharp Distinguished Professor of Finance at Kellogg School of Management, Northwestern University. After initial training as a student in mathematical economics at Aarhus University, he obtained the PhD degree in economics from Yale University in 1992. Andersen is a world leading expert in time series analysis and financial econometrics and has centered his research on the modelling of volatility in financial returns. He has published in various journals such as Journal of Finance, American Economic Review, Econometrica, and Journal of Financial Economics. He has recently held editorial posts at several journals including Journal of Business and Economic Statistics, Review of Financial Studies, and Journal of Financial Econometrics.

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