SFRA Visiting Scholars

The Academy's First Visiting Scholar - March 2011

Eric Zivot is the Robert Richards Chaired Professor of Economics at the University of Washington, Seattle. His areas of expertise include financial econometrics, time series analysis and statistical programming for the analysis of econometric data. He is the author of "Modeling Financial Time Series with S-Plus" (Springer 2006) and is one of the world's foremost authorities on econometric modelling in S and R. You can find out more about Eric's interests and his distinguished career on his webpage.

Visiting Scholar Activity

Eric was the SFRA's first Visiting Scholar and was in Scotland from 9-23 March 2011. His programme of activity included giving the Academy's first Knowledge Transfer Workshop, addressing the topics of factor models for asset returns and interest rate models. The Workshop took place on Tuesday 15 March 2011 at ICMS's facilities in central Edinburgh. Eric was also a presenter at the 2nd SFRA Colloquium on 17 March 2011. His presentation addressed "Factor-Model-Based Fund-of-Hedge-Fund Risk Management".