Central Bank Reserves / Euro Interbank / Renault / /
Facility
CREATES/Aarhus University / Northwestern University / Chapel Hill Oliver Linton / Columbia University / University of North Carolina / ARCH Models / The Pennsylvania State University / Swiss Finance Institute / University of Cambridge / Brown University / University of Maryland / /
MarketIndex
S&P 500 / /
MusicGroup
A. F. / /
Organization
Ecole Polytechnique Federale de Lausanne / Swiss Finance Institute / Columbia University / 8th Annual Society for Financial Econometrics / University of Maryland / Copenhagen Business School / CREATES/Aarhus University / US Federal Reserve / Brown University / Toulouse School of Economics / Northwestern University / The Pennsylvania State University / University of Cambridge / University of North Carolina / Chapel Hill / Center for Financial Frictions / London Business School / /
Person
Andreas Fuest / Stefan Mittnik / Andrew Meldrum / Asger Lunde / Manuela Braione / Geir Bjonnes / Jan Koopman / Stefano Giglio / Yongchoel Shin / Albert S. (Pete) Kyle / Laurent A. F. Callot / Julio Galvez / Marcelo C. Medeiros / Glenn D. Rudebusch / Anh Le / Paul Doukhan / Paolo Santucci de Magistris / Massimiliano Caporin / Eulalia Nualart / Yucheng Sun / Matei Demetrescu / Rodrigo Herrera / Anders B. Kock / Georgios Skoulakis / Anne Floor Brix / Russ Wermers / Jean Jacod / Pierre Collin-Dufresne / Julien Hambuckers / Robert Engle / Moritz Jirak / Oleg Bondarenko / Steffen Gronneberg / Gala Dinner / Drew Creal / Peter de Goeij / Lars Winkelmann / Allan Timmermann / Adrien Verdelhan / Bart Zhou Yueshen / Genaro Sucarrat / Alberto Rossi / Piotr Orlowski / Albert J. Menkveld / Rafael Azevedo / Nikolaus Hautsch / H. Peter Boswijk / Andrey Ermolov / Jose A. Lopez / Dick van Dijk / Peter Exterkate / Enrique Sentana / Bernd Schwaab / Francisco Peñaranda / Roger J. A. Laeven / Adam Clements / Signe Krogstrup / Alex Furger / Xin Zhang / Marius Rodriguez / Julien Penasse / Torben G. Andersen / Daniele Bianchi / Tarun Ramadorai / David Veredas / Martin Møller Andreasen / Marius Matei / Aleksey Kolokolov / Jefferson Duarte / Robert Davies / Vladimir Volkov / Ian Tonks / Kay Giesecke / Jing Tian / Eric Ghysels / Anne Opschoor / Zhuo Huang / Raymond Kan / Bart Keijsers / Eduardo Rossi / Charlie Cai / Stephen Taylor / Chen Zhou / Javier Mencia / Jia Li / Harry Vander Elst / Daniel Smith / Erik Kole / Ramon Rabinovich / Kris Jacobs / Lance Young / Viktor Todorov / Leopoldo Catania / Roberto Renò / Xiao Xiao / Qi Zhang / Frank Kleibergen / Edwin Hu / Paul Schneider / Diego Ronchetti / Mohammad R. Jahan-Parvar / Monica Billio / Christoph Hanck / Cristina Scherrer / Irina Zviadadze / Peter Reinhard Hansen / Yingying Li / Christian Lundblad / Emil Siriwardane / Francesca Brusa / Bart Diris / Andre Lucas / George Tauchen / Almut E. D. Veraart / Haoxiang Zhu / Albert S. Kyle / Kevin Sheppard / Zhaoguo Zhan / David Blake / Francesco Ravazzolo / Andras Saliy / Roberto Casarin / Massimo Guidolin / Wei Wei / Nour Meddahi / Marcel Prokopczuk / Marek Raczko / Anna Obizhaeva / Donatas Surgailis / Tianyi Wang / Hitesh Doshi / Dennis Kristensen / Luc Bauwens / Pawel Janus / Markus Reiss / Michael Bauer / Neil Shephard / Andrew J. Patton / Antonio Gargano / Lei Jiang / Jan Wrampelmeyer / Praveen Kumar / Jens H.E. Christensen / Siem Jan Koopman / Patrick Gagliardini / Tim Bollerslev / Davide Pettenuzzo / Gustavo Schwenkler / Peter Malec / Gustavo Fruet Dias / Fabio Trojani / Giuseppe Storti / Markus Bibinger / Angelo Ranaldo / Robert Dittmar / Andras Fulop / Elena Manresa / Kaddour Hadri / Christian Brownlees / Kasper V. Olesen / Bruno Feunou / Robinson Kruse / /
Position
pm Invited Lecture Chair / International Cross-Section Chair / Markets Chair / Semiparametric Multiplicative GARCH-X Model / Networks Chair / GARCH Chair / Risk Measures Chair / Halbert White Jr. Memorial JFEC Invited Lecture Chair / Generalized Schwartz Model / Variance Risk Premiums Chair / location TBD Chair / Moment Conditions Chair / Risk Premiums Chair / Chair / /
8th Annual Society for Financial Econometrics (SoFiE) Pre-Conference June 23, 2015 PRELIMINARY PROGRAM Tuesday - June 23, 2015 8:00-9:00 am