Faculty

Institution

Unit

Venue

Eric Zivot

Robert R Richards Professor of Economics

University of Washington

Affiliations

College of Arts & Sciences

Department of Economics

Eric Zivot is currently serving as a College Of Arts & Sciences Robert R Richards Professor of Economics at University of Washington.

Honors

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Experiences

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Education

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Eric Zivot

University of Washington

Robert R Richards Professor of Economics

You can click a keyword to filter the displayed items

economics econometrics statistics finance macroeconomics financial economics forecasting time series empirical finance economic analysis economic research social science research bayesian analysis business international finance inference economic dynamics volatility modeling financial time series analysis statistical inference statistical methodology estimation theory mathematical economics macroeconomic forecasting economic modelling computational statistics dynamic economics economic forecasting economic fluctuation business cycle analysis regression analysis instrumental variables regression weak instruments long memory forward discount stock volatility after-hours information unit root tests international money theoretical economics forensic genetics heredity molecular psychiatry mathematical optimization finance research econodynamics bayesian inference bayesian econometrics trend analysis forward rate econophysics parameter estimation econometric models parameter identification financial econometrics dynamic pricing structural change financial data forecasting methodology shock (economics) genetic counseling genetic testing medical genetics genomic medicine financial modeling change detection oil-price shock great crash unit-root hypothesis unobserved-components decompositions nonlinear adjustment threshold cointegration price discovery measures structural parameters univariate garch models computational finance global finance data science risk management

Notable Scholarly Works

Notable Federal Grants

Collaborators

Improving Price Leadership Share for Measuring Price Discovery. SSRN Electronic Journal (2024)

Shulin ShenYixuan ZhangEric Zivot

predictive analyticsprice discoverysocial science researchsocial sciences

In Defense of Information Leadership Share: A Response to Shrestha and Lee (2023). SSRN Electronic Journal (2024)

Shen, ShulinZivot, Eric

social science researchsocial sciences

Price Discovery Share: An Order Invariant Measure of Price Discovery. Finance research letters (2024)

Shulin ShenSyed Galib SultanEric Zivot

finance researchfinancefinancial economicsempirical financeprice discoveryasset pricingorder invariant measure

Multivariate Garch Models for Large-Scale Applications: A Survey. Handbook of statistics (2019)

Kris BoudtAlexios GalanosScott PayseurEric Zivot

applied statisticslarge-scale applicationsmultivariate garch modelsstatistics

Cointegration. Springer texts in statistics (2015)

David RuppertDavid S. Matteson

Evaluating the Impact of Environmental Policy on the Trend Behavior of Us Emissions of Nitrogen Oxides and Volatile Organic Compounds. Natural Resource Modeling (2014)

NINA SIDNEVAERIC ZIVOT

trend behaviorvolatile organic compoundsenvironmental policyenvironmental sciencenitrogen oxides

Forecasting Inflation Using Commodity Price Aggregates. Journal of Econometrics (2014)

Yu-chin ChenStephen J. TurnovskyEric Zivot

econometricsforecastingeconomic forecastingeconomicsmacroeconomicscommodity price aggregates

Indirect Inference Based on the Score. Econometrics Journal (2014)

Peter FulekyEric Zivot

indirect inferenceeconometricsstatistics

A New Method of Projection-Based Inference in Gmm With Weakly Identified Nuisance Parameters. Journal of Econometrics (2011)

Saraswata ChaudhuriEric Zivot

parameter estimationeconometricsstatistical modelseconomicsinferenceprojection-based inferencenuisance parametersmachine learningstatistical inferenceparameter identificationeconometric modelsfinancial econometricsestimation theorystatistics

Predicting Stock Volatility Using After-Hours Information: Evidence From the Nasdaq Actively Traded Stocks. International Journal of Forecasting (2011)

Chun-Hung ChenWei-Choun YuEric Zivot

forecastingfinanceinternational financeafter-hours informationempirical financevolatility modelingstock volatility

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Eric Zivot

Robert R Richards Professor of Economics

University of Washington

Affiliations

College of Arts & Sciences

Department of Economics

Eric Zivot is currently serving as a College Of Arts & Sciences Robert R Richards Professor of Economics at University of Washington.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Eric Zivot

University of Washington

Robert R Richards Professor of Economics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Improving Price Leadership Share for Measuring Price Discovery. SSRN Electronic Journal (2024)

Shulin ShenYixuan ZhangEric Zivot

predictive analyticsprice discoverysocial science researchsocial sciences

In Defense of Information Leadership Share: A Response to Shrestha and Lee (2023). SSRN Electronic Journal (2024)

Shen, ShulinZivot, Eric

social science researchsocial sciences

Price Discovery Share: An Order Invariant Measure of Price Discovery. Finance research letters (2024)

Shulin ShenSyed Galib SultanEric Zivot

finance researchfinancefinancial economicsempirical financeprice discoveryasset pricingorder invariant measure

Multivariate Garch Models for Large-Scale Applications: A Survey. Handbook of statistics (2019)

Kris BoudtAlexios GalanosScott PayseurEric Zivot

applied statisticslarge-scale applicationsmultivariate garch modelsstatistics

Cointegration. Springer texts in statistics (2015)

David RuppertDavid S. Matteson

Evaluating the Impact of Environmental Policy on the Trend Behavior of Us Emissions of Nitrogen Oxides and Volatile Organic Compounds. Natural Resource Modeling (2014)

NINA SIDNEVAERIC ZIVOT

trend behaviorvolatile organic compoundsenvironmental policyenvironmental sciencenitrogen oxides

Forecasting Inflation Using Commodity Price Aggregates. Journal of Econometrics (2014)

Yu-chin ChenStephen J. TurnovskyEric Zivot

econometricsforecastingeconomic forecastingeconomicsmacroeconomicscommodity price aggregates

Indirect Inference Based on the Score. Econometrics Journal (2014)

Peter FulekyEric Zivot

indirect inferenceeconometricsstatistics

A New Method of Projection-Based Inference in Gmm With Weakly Identified Nuisance Parameters. Journal of Econometrics (2011)

Saraswata ChaudhuriEric Zivot

Predicting Stock Volatility Using After-Hours Information: Evidence From the Nasdaq Actively Traded Stocks. International Journal of Forecasting (2011)

Chun-Hung ChenWei-Choun YuEric Zivot

forecastingfinanceinternational financeafter-hours informationempirical financevolatility modelingstock volatility

1
2
3
4
5
6
7
10 / page

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University of Washington

econometric theory

finance

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University of Pittsburgh

econometric modeling

game theory

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University of Kansas

finance

economics

Charles Nelson

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empirical macroeconomics

George Tauchen

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macroeconomics

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