Eric Zivot

Eric Zivot is the Robert Richards Chaired Professor in the Economics Department, Adjunct Professor of Statistics, and Adjunct Professor of Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He was an associate editor of the Journal of Business and Economic Statistics. He is co-author of Modeling Financial Time Series with S-PLUS and co-developer of S+FinMetrics, and has consulted on the use of S-PLUS and R in the finance industry. He has published in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics, and in empirical finance journals including the Journal of Empirical Finance, the Journal of Financial Markets, and the Journal of International Money and Finance. He holds the Ph.D. in Economics from Yale University.

Courses Taught

Introduction to Computational Finance & Financial Econometrics (CFRM 462) (Summer 2015) part of the Certificate in Quantitative Fundamentals of Computational Finance

Investment Science (CFRM 541) (Autumn 2014) part of the Certificate in Computational Finance

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