Saturday, April 30, 2016

SoFiE 2016 Hong Kong

Still not too late to register!  I hope to see you there.

REGISTRATION_9th Annual SoFiE Conference_June 14-17, 2016, Hong Kong

REGISTRATION

9th Annual Society for Financial Econometrics (SoFiE) Conference 
June 15-17, 2016
 
and
 
Pre-Conference for Young Scholars

June 14, 2016

Hosted by the Department of Economics and Finance & the Global Research Unit (GRU) at City University of Hong Kong
_________________________________________________________________________

CONFERENCE WEBSITE & REGISTRATION
https://www.cb.cityu.edu.hk/conference/2016-sofie/

Preliminary Program
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HALBERT WHITE JR. MEMORIAL JFEC INVITED LECTURE
René Garcia, EDHEC Business School

INVITED SPEAKERS
Harrison Hong, Princeton University
Michael McCracken, Federal Reserve Bank of St. Louis
Per Mykland, University of Chicago
Olivier Scaillet, University of Geneva & Swiss Finance Institute
Hao Zhou, PBCSF, Tsinghua University


INVITED SPEAKER, Pre-Conference
Francis X. Diebold, University of Pennsylvania

CONFERENCE LOCATION
City University of Hong Kong

LOCAL ORGANIZERS
Yingying Li, Hong Kong University of Science and Technology
Daniel Preve, City University of Hong Kong
Giorgio Valente, City University of Hong Kong

PROGRAM CHAIR
Jianqing Fan, Princeton University
PROGRAM COMMITTEE

           Torben Andersen, Northwestern University          Frank Kleibergen, University of Amsterdam
           Heather Anderson, Monash University          Ralph Koijen, London Business School
           Elena Andreou, University of Cyprus          Siem Jan Koopman, VU University Amsterdam
           Jushan Bai, Columbia University          Stephen Kou, National University of Singapore
           Gurdip Bakshi, University of Maryland          David Lando, Copenhagen Business School
           Federico Bandi, Johns Hopkins University          Jia Li, Duke University
           David Bates, University of Iowa          Yingying Li, Hong Kong University of Science & Technology
           Luc Bauwens, Universite Catholique de Louvain          Haitao Li, Cheung Kong Graduate School of Business
           Luca Benzoni, Federal Reserve Bank of Chicago          Yuan Liao, University of Maryland
           Tim Bollerslev, Duke University          Chenghu Ma, Fudan University
           Laurent Calvet, HEC Paris          Loriano Mancini, EPFL
           Marine Carrasco, University of Montreal          Cecilia Mancini, University of Florence
           Rong Chen, Rutgers University          Simone Manganelli, European Central Bank
           Mikhail Chernov, London School of Economics & UCLA          Nour Meddahi,  Toulouse School of Economics
           Peter Christoffersen, University of Toronto          Per Mykland, University of Chicago
           Riccardo Colacito, University of North Carolina, Chapel Hill          Joon Park, Indiana University 
           Pierre Collin-Dufresne, EPFL          Andrew Patton, NYU Stern
           Valentina Corradi, University of Surrey           Tarun Ramadorai, University of Oxford
           Walter Distaso, Imperial College Business School          Eric Renault, Brown University
           Dobrislav Dobrev, Federal Reserve Board          Michael Rockinger, University of Lausanne
           Yanqin Fan, University of Washington, Seattle          Jeroen Rombouts, ESSEC Business School
           Patrick Gagliardini, University of Lugano          Mathieu Rosenbaum, University Pierre et Marie Curie (Paris 6)
           Rene Garcia, EDHEC Business School          Barbara Rossi, Pompeu Fabra University
           Eric Ghysels, University of North Carolina, Chapel Hill          Jeffrey Russell, University of Chicago
           Sílvia Goncalves, University of Montreal          Olivier Scaillet, University of Geneva & SFI
           Christian Gourieroux, University of Toronto          Paul Schneider, University of Lugano & SFI
           Anthony Hall, University of Technology Sydney          Enrique Sentana, CEMFI
           Wolfgang Hardle, Humboldt University          George Tauchen, Duke University
           Joel Hasbrouck, NYU Stern          Allan Timmermann, University of California, San Diego
           Nikolaus Hautsch, University of Vienna          Viktor Todorov, Northwestern University
           Stan Hurn, Queensland University of Technology           Fabio Trojani, University of Lugano & SFI
           Ravi Jagannathan, Northwestern University           Ruey Tsay, Duke University of Chicago
           Christopher S. Jones, University of Southern California            Bas J.M. Werker, Tilburg University
           Scott Joslin, University of Southern California           Dacheng Xiu, University of Chicago
           Raymond Kan, University of Toronto           Jun Yu, Singapore Management University
           Kamhon Kan, Academia Sinica           Zhengjun Zhang, University of Wisconsin
           Bryan Kelly, University of Chicago           Lan Zhang, University of Illinois at Chicago
           Lutz Kilian, University of Michigan           Harold H. Zhang, University of Texas at Dallas
           Robert Kimmel, National University of Singapore           Xunyu Zhou, Oxford University