Saturday, February 19, 2022

Range-Based Volatility Seminar, MONDAY 2/21

 Should be very fun!  

SoFiE Seminar with Jia Li and Francis X. Diebold
Host:Dacheng Xiu (The University of Chicago Booth School of Business)


Jia Li (Duke University)


"Reading the Candlesticks: An OK Estimator for Volatility"


Francis X. Diebold (University of Pennsylvania)


February 21, 2022


11am New York / 8am San Diego / 4pm London / 5pm Paris / 12am Beijing

Zoom Link:


A link to a video recording will soon after the event.

SoFiE Seminar Submissions

The SoFiE Seminar Series welcomes the submission of papers on any aspect of financial econometrics for possible inclusion in the series. Submissions will be reviewed by the Series’ scientific committee and will be considered on a rolling basis; there is no deadline for submissions.

-           To submit a paper, email a PDF version of the paper

-           Complete papers are preferred to incomplete papers or summaries.

-           Submissions do not need to be blinded.

-           Papers should not already be accepted for publication when submitted, though they can have been presented in other seminar series or conferences/workshops.

-           Due to resource constraints, it is impossible to respond to everyone who submits a paper; you will be contacted only if your paper is selected for inclusion in the series.

-           Submissions from junior authors and members of groups that are under-represented in the field are particularly encouraged.

-           Seminars are held every other Monday at 11am New York time.

Zoom InvitationHi there,You are invited to a Zoom webinar.When: Feb 21, 2022 11:00 AM Eastern Time (US and Canada)Topic: SoFiE Seminar - Jia Li and Francis X. Diebold - February 21 2022, 11:00amPlease click the link below to join the webinar: One tap mobile :    US: +16465588656,,93619106089#  or +13126266799,,93619106089#Or Telephone:    Dial(for higher quality, dial a number based on your current location):        US: +1 646 558 8656  or +1 312 626 6799  or +1 301 715 8592  or +1 669 900 6833  or +1 253 215 8782  or +1 346 248 7799Webinar ID: 936 1910 6089    International numbers available: an H.323/SIP room system:    H.323: (US West) (US East) (China) (India Mumbai) (India Hyderabad) (Amsterdam Netherlands) (Germany) (Australia Sydney) (Australia Melbourne) (Hong Kong SAR) (Singapore) (Brazil) (Mexico) (Canada Toronto) (Canada Vancouver) (Japan Tokyo) (Japan Osaka)    Meeting ID: 936 1910 6089    SIP: 
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