Financial Economics

Related Faculty

Philip Brock
Associate Professor
Eric Zivot
Chair; Robert R. Richards Professor of Economics

Latest News

Professor Neil Bruce Retiring After 25 Years with UW (November 18, 2015)

Related Research

Shen, S., Zhang, Y., and Zivot, E. (2024). "Improving Information Leadership Share for Measuring Price Discovery". Working Paper, Department of Economics, University of Washington.
Shen, S., and Zivot, E. (2024). In Defense of Information Leadership Share: A Response to Shrestha and Lee (2023), Working Paper, Department of Economics, University of Washington.
Shen, S., Sultan, S.G., and Zivot, E. (2024), "Price Discovery Share: An Order Invariant Measure of Price Discovery", Working Paper, Department of Economics, University of Washington.
Zivot, E., Introduction to Computational Finance and Financial Econometrics with R, CRC Press, forthcoming.
“Price Discovery Share-An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds,” with Sayed Galib Sultan. Working Paper, February 2015, updated August 2020.
Boudt, K., Galanos, A., Payseur, S., and Zivot, E. (2019) "Multivariate GARCH models for large-scale applications: A survey” in Handbook of Statistics 41: Conceptual Econometrics Using R, H. Vinodand C.R. Rao (ed), Elsevier, September 2019.
M. Koyuncu and S.J. Turnovsky (2016) The Dynamics of Growth and Income Inequality under Progressive Taxation, Journal of Public Economic Theory 18, 560-588.
Bateman, H., Eckert, C., Geweke, J., Louviere, J.J., Satchell, S.E. & Thorp, S.J. 2016, 'Risk presentation and retirement portfolio choice', Review of Finance, vol. 20, no. 1, pp. 201-229.
“Estimating the Dynamics of Price Discovery,” with Bingchen Yan. Working Paper, January 2010.
Zivot, Eric, and Jiahui Wang. Modeling Financial Time Series with S-Plus, Second Edition. New York: Springer, 2007. Print.