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 9: SPRING BREAK
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)
Apr 27: EXAM
WEEK
Links:
·
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:
Last updated: 3 April 2015.