Frontiers in Financial Econometrics 2009

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Princeton University's Bendheim Center for Finance and the National Centre for Econometric Research (NCER) will hold a 2-day workshop entitled "Frontiers in Financial Econometrics" at the Bendheim Centre, on Friday 25 and Saturday 26 September, 2009.

 

 

Workshop Convener

 

Yacine Aït-Sahalia, Director Bendheim Center for Finance, Princeton University.

 

Participants

 

Yacine Aït-Sahalia, Director Bendheim Center for Finance, Princeton Universit.

Dante Amengual, CEMFI

Adam Clements, Queensland University of Technology

Mardi Dungey, University of Tasmania

Jianqing Fan, Princeton University

Renée Fry, Australian National University

Stan Hurn, Queensland University of Technology

Jean Jacod, University Paris-6

Yongmiao Hong, Cornell University

Jakub Jurek, Princeton University

Kenneth Lindsay, University of Glasgow

Gael Martin, Monash University

Vance Martin, The University of Melbourne

Adrian Pagan, University of New South Wales and Queensland University of Technology

Andrew Patton, Duke University

Vlad Pavlov, Queensland University of Technology

Mathieu Rosenbaum, Ecole Polytechnique

Eric Renault, UNC Chapel Hill

Annastiina Silvennoinen, Queensland University of Technology

Daniel Smith, Simon Fraser University and Queensland University of Technology

Susan Thorp, University of Technology, Sydney

Viktor Todorov, Northwestern University

Wei Xiong, Princeton University

 

 

Schedule

The schedule will be published on the Bendheim Centers' Events & Conferences website.

 

Enquiries

 

For further details please contact:

Phyllis Fafalios
Bendheim Center for Finance
Email: fafalios@princeton.edu