Duke Financial Econometrics Lunch Group, Spring 2015

Meeting Room:         Social Sciences Building Room 111 

Meeting Time:           Mondays, 11:40 a.m. - 12:55 p.m.

Class number:           Econ 957S.01


Note: This lunch group is generally open only to Duke PhD students either working in financial econometrics (3rd-year students and higher) or interested in financial econometrics (2nd-year students). It is not open to MA students, 1st -year PhD students, or students working in other areas. On dates when a faculty member is presenting (marked in blue font below) the group is open to everyone.



Presenters in Spring 2015:


Jan 12: Red Davies

Jan 19: MLK DAY (no seminar)

Jan 26: Ben Zhao


Feb 2:

Feb 9: Caio Almeida (Graduate School of Economics, Fundação Getulio Vargas)

Feb 16: Dacheng Xiu (Chicago Booth)

Feb 23: Red Davies (prospectus defense)


Mar 2:


Mar 16: Irving De Lira Salvatierra / Lily Liu

Mar 23: No meeting

Mar 30: Alexandru Rosoiu


Apr 6: No meeting

Apr 13: Jia Li

Apr 20: Kevin Sheppard (Oxford University and the Office of Financial Research, US Treasury)






·         Interested students should consult expectations and requirements


·         Link to Description of the Thesis Prospectus to be defended in third year (prospectus)


·         Link to Duke University Econometrics Workshop


·         Link to the Society for Financial Econometrics


·         Link to the Zellner Award awarded by the American Statistical Association for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics:  The Zellner award is intended to recognize outstanding work by promising young researchers in the field.


-   Duke PhD students who have been winners or honourable mentions for this prestigious award include Viktor Todorov (2008) now on the faculty at Northwestern University, and Stephen Ryan (2006), now on the faculty at UT-Austin, formerly at MIT.

-   Current and former Duke faculty members who have been winners or honourable mentions for this award include Francesco Bianchi (2010), Andrew Patton (2004), Arie Beresteanu (2002, now at Pittsburgh), Han Hong (2000, now at Stanford), and Pat Bajari (1998, now at Minnesota).


·         Link to the Engle Prize in Financial Econometrics awarded by the Journal of Financial Econometrics every two years to the young scholar who has published the best article in the Journal over the preceding period.


-   The 2010 Engle prize was awarded to Fulvio Corsi (a former member of this group) now on the faculty at the University of Lugano. The 2008 Engle prize was awarded to Andrew Patton.


·         Link to advice from Lasse Pedersen about how to succeed in academia (PDF)


·         Link to 15+ years of Previous Schedules: Summer 1998 to Fall 2014




Financial support for the Duke Financial Econometrics lunch group is provided by:


Duke_econ_logo.jpg          JAE_logo.gif


Last updated: 3 April 2015.

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