Advances in Financial Econometrics, a conference in honor of Torben G. Andersen.

The Center for Big Data in Finance at CBS is proud to announce:
Advances in Financial Econometrics, a conference in honor of Torben G. Andersen.

The conference will celebrate Torben Andersen's contributions to financial econometrics. Specifically, the conference will include presentations and discussions from leading scholars in financial econometrics, including co-authors and former students of Torben’s.

Find information about Torben G. Andersen here.

The conference will take place on June 9-10, 2023, at Copenhagen Business School.

Find more information below and visit the conference website to find the full conference program:

PROGRAM:

OPENING SPEAKERS
Peter Reinhard Hansen, University of North Carolina, Lasse Heje Pedersen, BIGFI and CBS, Rasmus Varneskov, BIGFI and CBS.

SPEAKERS
Federico Bandi, Johns Hopkins Carey Business School, Luca Benzoni, Federal Reserve Bank of Chicago, Tim Bollerslev, Duke University, Oleg Bondarenko, University of Illinois, Chicago, Francis Diebold, University of Pennsylvania, Dobrislav Dobrev, Federal Reserve Board, Robert Engle, Stern School of Business NYU, Marcelo Fernandes, Sao Paulo School of Economics, Nicola Fusari, Johns Hopkins Carey Business School, Maria Gonzalez-Perez, Bank of Spain, Peter Reinhard Hansen, University of North Carolina, Nikolaus Hautsch, University of Vienna, Steve Heston, University of Maryland, Robert Korajczyk, Kellogg School of Management, Ying-Ying Li, Hong Kong University of Science and Technology, Oliver Linton, University of Cambridge, Nour Meddahi, Toulouse School of Economics, Andreas Neuhierl, Washington University in St. Louis, Andrew Patton, Duke University, Neil Shephard, Harvard University, Allan Timmermann, University of California San Diego, Viktor Todorov, Kellogg School of Management, Rasmus Tangsgaard Varneskov, BIGFI and CBS, Dacheng Xiu, University of Chicago.

CHAIRS
Kim Christensen, University of Aarhus, David Lando, BIGFI and CBS, Serena Ng, Columbia University, Morten Ø. Nielsen, University of Aarhus, Anders Rahbek, University of Copenhagen, George Tauchen, Duke University, Rob Taylor, University of Essex, Jun Yu, Singapore Management University.

REGISTRATION:
If you would like to participate in this conference, please sign up on the conference website here. Deadline for registration is Thursday 1. June 2023 at 12:00.