The National Centre for Econometric Research (NCER) and the Finance and the Macroeconomy program of the Centre for Applied Macroeconomic Analysis (CAMA) will hold a 2-day workshop entitled "Frontiers in Financial Econometrics" at the Gardens Point campus, Queensland University of Technology, Brisbane, on Wednesday 23 July and Thursday 24 July 2008. Keynote addresses will be delivered by Professor Yacine Aït-Sahalia of Princeton University and Professor David Hendry of Oxford University. If you are interested in attending, please contact the workshop secretariat.
Workshop venue is the Dennis Gibson Room, Level 10, Z Block, QUT. (Please see the Gardens Point map for location information.)
Workshop Conveners
Professor Stan Hurn, Queensland University of Technology.
Dr Renée Fry, Australian National University.
Participants
Professor Yacine Aït-Sahalia, Princeton University.
Dr Dirk Baur, Dublin City University.
Dr Ralf Becker, The University of Manchester.
Associate Professor Adam Clements, Queensland University of Technology.
Dr Jonathan Dark,The University of Melbourne.
Professor David Hendry, Oxford University.
Professor Vance Martin, The University of Melbourne.
Professor Adrian Pagan, Queensland University of Technology and The University of New South Wales.
Dr Vlad Pavlov, Global Tactical Management.
Assistant Professor Daniel Smith, Simon Fraser University and Queensland University of Technology.
Dr Vanessa Smith, University of Cambridge.
Dr Susan Thorp, University of Technology Sydney.
Ms Jing Tian, Australian National University.
Schedule
| Time |
23 July |
24 July |
| 9:00 am |
|
David Hendry |
| 9:30 am |
|
Jing Tian |
| 10:00 am |
|
Vlad Pavlov |
| 10:30 am |
|
Morning Tea |
| 11:00 am |
|
Vanessa Smith |
| 11:30 am |
|
Ralf Becker |
| 12:00 pm |
|
Jonathan Dark |
| 12:30 pm |
Lunch |
Lunch |
| 1:30 pm |
Dirk Baur |
|
| 2:00 pm |
Susan Thorp |
|
| 2:30 pm |
Renée Fry |
|
| 3:00 pm |
Afternoon Tea |
|
| 3:30 pm |
Yacine Aït-Sahalia |
|
| 4:00 pm |
Stan Hurn |
|
| 4:30 pm |
Daniel Smith |
|
| 7:00 pm |
Dinner |
|
Enquiries
For further details please contact the workshop secretariat:
Angela Fletcher
Queensland University of Technology (NCER)
Email: a.fletcher@qut.edu.au
