Peter Hansen is the Henry A. Latané Distinguished Professor in Economics at the University of North Carolina – Chapel Hill. His research is in the area of data science econometrics and covers topics such as forecasting, volatility measurement and modeling, cointegration, structural changes, and multiple testing. His main contributions include the Test for Superior Predictability, the Model Confidence Set, the Realized Kernel Estimator, and the Realized GARCH framework. His current research is on a new parametrization of correlation matrices, robust correlation estimation, volatility in crypto currencies, and time-series analysis of covid case numbers and variants.

Professor Hansen previously taught at Brown University,  Stanford University, and the European University Institute in Florence, Italy. He has a M.Sc in Mathematics and Economics from University of Copenhagen and a Ph.D. in Economics from University of California, San Diego and has been included in Thomson Reuters/Clarivate’s list of the World’s Most Influential Scientific Minds.