Specialty: Financial Econometrics
Denis Pelletier got his PhD in Economics from University of Montreal. He started his academic career at NCSU in 2003 and has remained ever since. Denis was tenured in 2009 and promoted to full professor in 2021. He is currently the Department Head of Economics.
Most of Denis’ research is a mix of theoretical and applied econometrics. He’s been interested in developing models for the time series behaviors of prices of financial assets, measurement of financial risk and assessment of risk measures. With regards to teaching, he teaches econometrics courses at the undergraduate and graduate levels. Given that his research and teaching is centered on analyzing and modeling data, Denis naturally got involved very quickly with BAI, starting with supervising practicums.