ECO's Hansen awarded JAE's Richard Stone prize for best article
Congratulations to EUI economist Peter Hansen, who, with his Stanford co-authors and former students Zhuo Huang and Howard Howan, has won the The Richard Stone Prize in Applied Econometrics for 2014.
The Journal of Applied Econometrics (JAE) established the Richard Stone Prize in Applied Econometrics following the death of Sir Richard Stone in 1991. The prize is awarded biennially for the best paper with substantive econometric application published in the preceeding two annual volumes of the JAE.
Hansen’s prize-winning paper is entitled “Realized GARCH: A Joint Model for Returns and Realized Measures of Volatility”, and was published in 2012.