Princeton UniversitySMU

The National Centre for Econometric Research (NCER), together with Princeton University's Bendheim Center for Finance and Singapore Management University will hold a 2-day workshop titled "Frontiers in Financial Econometrics" at the Gardens Point campus, Queensland University of Technology, Brisbane, on Thursday 8 and Friday 9 August 2014.

If you are interested in attending, please contact the workshop secretariat.

Workshop venue is QUT's new Science and Engineering Building, Level 4, P Block, Room P419. (Please see the Gardens Point map for location information.)

Workshop Convener

Professor Stan Hurn, QUT

Participants

Yacine Aït-Sahalia, Director Bendheim Center for Finance, Princeton University
Adam Clements, Queensland University of Technology
Mardi Dungey, University of Tasmania
Genevieve Gauthier, HEC Montreal
Stan Hurn, QUT
Tony Hall, University of Technology Sydney
Zili Li, QUT
Yin Liao, QUT
Andrew McClelland, Sydney Numerix
Vance Martin, The University of Melbourne
Shuping Shi, Macquarie
Annastiina Silvennoinen, QUT
Daniel Smith, QUT
Susan Thorp, University of Technology Sydney
Neda Todorova, Griffith
Jun Yu, Singapore Management University
Min Zhu, QUT

Schedule

Time Thursday 7 July 2014 Friday 8 July 2014
8:45 am Welcome  
9:00 am High Frequency Finance papers xxx papers
10:30 am Morning Tea Morning Tea
11:00 am Bubbles in Asset Prices xxx papers
12:30 pm Lunch Lunch
1:30 pm Electricity and Energy Econometrics papers  
3:00 pm Afternoon Tea  
3:30 pm Filtering papers  
6:00 pm Dinner  

Enquiries and Registration

For further details please contact the workshop secretariat:

Angela Fletcher
Queensland University of Technology (NCER)
Email: a.fletcher@qut.edu.au