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 ___________________________________________________ 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