Research Areas:

Although I retired in 2009, I have supervised eight doctoral dissertations in continuous-time finance since my retirement. The working paper “Estimating a Local Heston Model" is the product of joint research with three of those students: Miao Sun, Duke Whang and Sibo Yan. Miao is now at Goldman Sachs, Duke at Google and Sibo at KPMG.

Phone:

(310) 825-4556

Office:

Bunche Hall 8244

Email:

ellickson@econ.ucla.edu

Personal Website:

http://www.econ.ucla.edu/ellickson/index.html

Biography: