Links:
·
Here is the lunch
group schedule for the current semester
·
Link to the original
web master of this group - surely one of the first seminar web masters
of all!
Summer 1998:
May 4: Charles Shen
May 11: Hao Zhou
May 18:Bin Zhang
May 26: Adrian's successful defense
June 1: Discussion of jump diffusion papers (Bates, RFS 1996) and Bakshi et al (JoF, Dec 1997)
June 8: Continuation of
discussion
June 15: Students only
June 22: Students only
June 29: Students only
July 6: Chris Lundblad
July 13: Bin Zhang
July 20: Hao
Zhou
July 27: Charles Shen
August 3: Discussion of Gallant/Tauchen paper "The Relative
Efficiency of ..."
August 10: Students only
August 17: Students only
August 24: Frank Ryan
August 31: Chris Lundblad
September 7: Bin Zhang
Fall 1998:
September 14: Chris
Lundblad
September 21: Bin
Zhang
September 28: Charles
Shen
October 5: Hao Zhou
October 12: students
only
October 19: Eduardo
Rossi
October 26: Frank
Ryan
November 2: Jon Tang
November 9: students
only
November 16: Diego Valderrama
November 23: Ravi
Bansal
November 30: Chris Lundblad
(joint work with Ravi Bansal)
December 7: Hao Zhou (joint work with Ravi Bansal)
December 11: Triangle
Econometrics Conference
December 14: Larry Kochard (Tim's Ph.D. student from UVA)
Spring 1999:
January 18: Chris
Lundblad
January 25: Hao Zhou
February 1: Hao Zhou and Ravi
February 8: Frank
Ryan
February 15: Diego Valderrama
February 22: Jon Tang
March 1: Chris
Lundblad
March 8: Ravi Bansal
(very preliminary work)
March 15: Hao Zhou
March 22: Ben Zhang
March 29: Drew and
Emma (round I)
April 5: Tina Rydberg
(Oxford University)
April 12: Chris
Lundblad
April 19: Tao Jiang
Summer 1999:
May 24: Ravi Bansal
(new developments in asset pricing)
May 31: George
Tauchen (review of recent developments in affine derivatives models)
June 7: Hao Zhou (work with Ravi)
June 14: Chris
Lundblad
June 21: Students
only
June 28: Tao Jiang
July 5:Hao Zhou
July12: Jon Tang
July 19: Tao Jiang
July 26: Chris
Lundblad
August 2: Students
only
August 9: Students
only
August 16: Students
only
August 23: Students
only
Fall 1999:
September 6: Hao Zhou (initial overview of work on volatility diffusions
and integrated volatility)
September 13: Chris
Lundblad
September 20: Tao
Jiang (prospectus defense)
September 27: George
Tauchen (multi-factor long memory volatility models)
October 4: Hao Zhou
October 11: Jon Tang
October 18: Jon Tang
-- follow up
October 25: Drew and
Emma
November 1: Students
November 8: Chris
Lundblad
November 15: Drew and
Mohan
November 22: Hao Zhou
November 29: Chris
Lundblad
December 6: James
Weston, UVA Grad Student of Tim Bollerslev
December 13: Lin
Peng, new member, Fuqua Ph.D. student.
Spring 2000:
January 10: Jon Tang
January 17: Hao Zhou
January 24: Frank
Ryan
January 31: Drew and
Mohan
February 7: Review
papers of Econometrics Job Candidates P. Hansen (UCSD) and Victor C. (Stanford)
February 14: Garland
Durham
February 21: Jon Tang
(Prospectus Defense)
February 28: Chris
Lundblad
March 6: B Park
March 13: Students
only
March 20: Lars
Forsberg, Visiting scholar from Uppsala
March 27: Frank Ryan
April 3: Hao Zhou
April 10: Jon Tang
April 17: Emmma Rasiel
April 24: Frank Ryan
May 1: Final Orals
for Chris Lundblad and Hao Zhou (regular meeting)
May 8: Yibin Zhang
May 15: Garland
Durham
May 22: Frank Ryan
May 29: Julia Litvinova
Summer 2000:
May 22: Frank Ryan
May 29: Julia Litvinova
June 5: Jon Tang
June 12: Emma Rasiel
June 19: Drew Roper
June 26: Mohan Gopalan
July 3: Garland Durham
July 10: Ravi Bansal
July 17: Benjamin
Zhang
July 24: Frank Ryan
July 31: Alan Bester
August 7: Lin Peng
August 14: Students
only
August 21: Jon Tang
August 28: Mohan Gopalan
Fall 2000:
Missing!
Spring 2001:
January 8: Benjamin
Zhang
January 15: Magnus Dahlquist (new participant from Fuqua faculty) "An
Evaluation of International Asset Pricing Models"
January 22: Gregory Kordas, U of Illinois
January 29: Frank
Ryan
February 5: Lars
Forsberg
February 12: Jon Tang
February 19: Lars
Forsberg
February 26: Etsuro Shioji (visiting faculty)
"Aspects of Term Structure Analysis from a Macro Perspective"
March 5: Alan Bester
March 12:
March 19: Julia Litvinova
March 26: Magnus Dahlquist
April 2: Etsuro Shioji
April 9: Alan Bester
April 16: Lin Peng
April 23: Frank Ryan
April 30: Mohan Gopalan
May 7: Lars Forsberg
(Back from Sweden)
May 14: Jon Tang
May 21: Benjamin
Zhang
May 28:
June 4: Alan Bester
June 11: Julia Litvinova
Summer 2001:
June 4: Frank Ryan
June 11: Hao Zhou (Back visiting from the Fed)
June 18: Julia Litvinova
June 25: Edward Fang
July 2: Lin Peng
July 9: Jon Tang
July 16: Frank Ryan
July 23: Alan Bester
July 30: Mohan Gopalan
August 6: Students
Only
August 13: Jon Tang
August 20: Julia Litvinova
Fall 2001:
MIssing!
Spring 2002:
January 7: Tim Bollerslev
January 14: Ming Guo
January 21: Ravi
Bansal
January 28: Julia Litvinova
February 4: Ed Fang
February 11: Alan
Bester
February 18: Varoujan Khatchatrian
February 25: Benjamin
Zhang
March 4: Hong Leng Chuah
March 11: Mohan Gopalan
March 18: Michael R.
Roberts (Fuqua faculty)
March 25: Barbara
Rossi
April 1: Julia Litvinova
April 8: Ed Fang
April 15: Alan Bester
April 22: Varoujan Khatchatrian
April 29: Jon Tang
(final thesis defense) & Hong Leng Chuah
May 6: Hong Leng Chuah
Summer 2002:
May 13: Si Li
May 20: Benjamin
Zhang
May 27: Students only
June 3: Hao Zhou (Federal Reserve Board, former active member of
the group)
June 10: Tim
Bollerslev
June 17: Meeting with
Econ Year 3+ students followed by Tauchen's
presentation
June 24: Ming Guo
July 1: Alessandro Palandri
July 8: Ed Fang
July 15: Varoujan Khatchatrian
July 22: Hong Leng Chuah
July 29: Julia Litvinova
August 5: Benjamin
Zhang
August 12: Students
only
August 19:Ming Guo
August 26: Barbara
Rossi
Fall 2002:
September 2: Ed Fang
September 9: Alan
Bester
September 16: Varoujan Khatchatrian {tentative}
September 23:
Benjamin Zhang
September 30: Hong
Long Chuah
October 7: Mark Coppejans
October 14: Ravi
Bansal
October 21: Ming Guo
October 28: Dana Kiku
November 4: Julia Litvinova
November 11:Alan Bester
November 18: Allessandro Palandri
November 25: Benjamin
Zhang
December 2: Nour Meddahi
(University of Montreal and Princeton University)
December 9: Lars Stentoft (Aarhus University, Denmark)
December 16: Ming Guoand Dana Kiku (progress
reports on thesis prospectuses)
Spring 2003:
January 6: George
Tauchen
January 13: Mohammad
R. Jahan-Parvar (UNC graduate student who is joining
the group)
January 20: Meg Cheng
(UNC graduate student who is joining the group)
January 27: Ming Gao: initial pre-prospectus presentation
February 3: Dana Kiku: initial pre-prospectus presentation
February 10: Informal
meeting, free sandwiches, newer members might want to talk a few minutes about
their interests.
February 17:
Alessandro Palandri [postponed because of winter storm]
February 24: Ming Gao - prospectus defense
March 3: Dana Kiku - prospectus defense
March 10: Alessandro Palandri and Varoujan Khatchatrian
March 17: Jianguo (Will) Xu: initial pre-prospectus presentation
March 24: Meg Cheng
March 31: Julia Litvinova
April 7: Jianguo (Will) Xu: prospectus defense
April 14: Alan
Bester
April 21: NOTE --
Starting time is 11:15 AM.
Benjamim Zhang [final thesis defense]
Helena Veiga [visiting Ph.D. student from
Barcelona]
April 28: Barbara
Rossi
May 5: David Raggi
May 12: Ed Fang
Summer 2003:
May 19: Ron Gallant
(The General Theory of Scientific Models) (Discussant: Bjorn Eraker)
May 26: Students only
June 2: Bjorn Erakar
June 9: Ed Fang and Ming Guo
June 16: Julia Litvinova
and Alan Bester
June 23: Xin
Huang
and
Alessandro Palandri
June 30: Alan Bester
and Varoujan Khatchatrian
July 7: Dana Kiku
July 14: Mohammad R.
Jahan-Parvar and (Meg) Ai-ru
Cheng
July 21: Ming Guo
July 28: Alan Bester Xin
Huang (Special after session
talk by Ron Gallant )
August 4: Varoujan Khatchatrian and Ed Fang
August 11: Si Li
August 18: Ming Guo
(prospectus defense) and Xin
Huang
Fall 2003:
August 25: Mohammad
R. Jahan-Parvar and Julia Litvinova
September 1: Michael
Brandt
September 8: George
Tauchen
September 15: Xin
Huang
September 22: Alan
Bester
September 29: Varoujan Khatchatrian
October 6: Julia Litvinova
October 13: Dana Kiku
October 20: Barbara
Rossi
October 27:
Alessandro Palandri
November 3: Ed Fang
November 10: Bjorn Eraker
November 17: Bob
Kimmel
November 24: Maxym Dedov
December 1: (Meg) Ai-ru Cheng
December 8: Julia Litvinova and Varoujan
Khatchatrian
December 15: Julia Litvinova
Spring 2004:
January 5: Students
only
January 12:
Alessandro Palandri
January 19: Students
only
January 26: Canceled due to weather
February 2: Xin Huang
(prospectus defense)
February 9: Maxym Dedov (prospectus
defense)
February 16:
Alessandro Palandri (prospectus defense)
February 23: General
discussion of the defenders' future plans and celebrate their successful
defenses.
March 1: Dana Kiku
March 8: Students
only
March 15: Corsi Fulvio
March 22: Duy Tran
March 29: Ming Guo
April 5: Ed Fang
April 12: Final
defense of Julia Litvinova / Meg Cheng (discussion of
technical issue that arose in previous presentation)
April 19: Final
defenses of Varoujan Khatchatrian and Alan Bester
April 26: S. Viswanathan (joint work with PhD student Bin Wei)
Summer 2004:
May 3: Bjorn Eraker (Optimal Derivative Portfolios )
May 10: Xin
Huang
May 17: Si Li
May 24: Yuriy Kitsul
May 31: Students only
June 7: Maxym Dedov
June 14: Alessandro Palandri
June 21: Mohammad R. Jahan-Parvar
June 28: Barbara Rossi
July 5: Students only
July 12: Dana Kiku
July 19: Duy Tran
July 26: Ed Fang
August 2: Viktor Todorov
August 9: Mohammad R.
Jahan-Parvar
August 16: George
Tauchen
Fall 2004:
August 23: Ming Guo
August 30: Si Li
September 6: Students
only
September 13: Uta Kretschmer (visitor from
Bonn, Germany)
September 20: Ed Fang (Job
market, initial presentation)
September 27: Ming Guo (Job market, initial
presentation)
October 4: Alessandro Palandri
( PhD thesis update)
October 11: Students
only
October 18: Max Dedov ( PhD thesis update)
October 25: Duy Tran
(Prospectus Defense)
November 1: Xin
Huang: ( PhD thesis update) )
November 8: Ed Fang : (Job Market Presentation)
November 15: Ming Guo (Job Market Presentation)
November 22: Viktor Todorov (Prospectus Defense)
November 29: Yuriy Kitsul (Job Market Presentation)
December 3: Go to the Triangle Econometrics
Conference Bo Honore, Plenary Speaker
December 6: 12 Noon Start Time: Mohammad Jahan-Parvar
Spring 2005:
January 10: Xin Huang (PhD
research update)
January 17: Students
only
January 24: Dana Kiku ( PhD research update)
January 31: Max Dedov ( PhD research update)
February 7: Uta Kretschmer (visitor from Bonn, Germany)
February 14:
Alessandro Palandri (PhD research update)
February 21: Duy Tran ( PhD research
update)
February 28: Viktor Todorov (PhD research update)
March 7: 11:30-12:30 Javier Mencia (visitor from Centro de Estudios Monetarios y Financieros (CEMFI), Madrid)
12:30-1:15 Ming Guo, Final PhD Examination
March 14: Students
only
March 21: Dana Kiku ( PhD research update)
March 28: Xin Huang (PhD
research update)
April 4: Raffaella Giacomini (visitor from
UCLA)
April 11: Javier Mencia (visitor from Centro de Estudios
Monetarios y Financieros
(CEMFI), Madrid)
April 18: Ed Fang,
Final PhD Examination
April 25: Max Dedov (PhD research update)
May 2: Duy Tran (PhD
research update)
May 9: Viktor Todorov
(PhD research update)
Summer 2005:
May 2: Duy Tran (PhD
research update)
May 9: Viktor Todorov
(PhD research update)
May 16: Alessandro Palandri (PhD research update)
May 23: Xin Huang (PhD
research update)
May 30: Students only
June 6: Dana Kiku ( PhD research update)
June 13: Frank Ryan
(PhD research update)
June 20: Max Dedov ( PhD research update)
Duy Tran (PhD research update)
June 27: Alessandro Palandri (PhD research update)
July 4: Students only
July 11: Viktor Todorov (PhD research update)
July 18: Max Dedov (PhD research update)
July 25: Frank Ryan (PhD research update)
August 1: Bjorn Eraker
August 8: Alessandro Palandri (PhD research update)
August 15: Viktor Todorov (PhD research update)
August 22: Dana Kiku (PhD research update)
Fall 2005:
August 29: Max Dedov (PhD research update)
September 5: Students
only (mandatory for those here)
Bon Voyage and now welcome back to Ale, Viktor, and Tim who gave papers
at a major finance
Conference
in Copenhagen, Denmark: http://www.econ.ku.dk/fru/conference/
September 12: Faculty
preview of student posters for SAMSI workshop (Thanks go to Barbara for her
mentorship.)
September 19: SAMSI
Opening Workshop
September 26: Max Dedov (PhD research update)
October 3: Uta Kretschmer (visitor from Universität Bonn, Deutschland)
October 10: Students
only (mandatory)
October 17: Xin Huang
(job market practice talk)
October 24: Mohammad
R. Jahan-Parvar (PhD research update)
October 31: Thomas
Busch (visitor from Aarhus Universitet, Danmark)
November 7: Dana Kiku (job market practice talk)
November 14:
Alessandro Palandri (job market practice talk)
November 21: Max Dedov (job market practice talk)
November 28: Marcus
Larson and Mia Holmfeldt (visitors from Sverige)
December 5: Ivan Shaliastovich (initial research report) )
December 12: Bjorn Eraker
December 19: Students
only
December 26: Students
only
Spring 2006:
January 2: Students
only
January 9: Students
only
January 16: Students
only
January 23: Tim
Bollerslev and welcome session for undergraduates who attend as part of the
research/lab course, Econ 201FS.
January 30: Viktor Todorov
February 6: Xin
Huang
February 13: Duy Tran
February 20: Ivan Shaliastovich
(Prospectus defense)
February 27: No
meeting at Duke, the SAMSI closing workshop is Feb 27-28. Registration required.
March 6: Alessandro Palandri
March 13: Students
only
March 20: Max Dedov
March 27: Jules van Binsbergen
April 3: Natalia Sizova
(Presentation of research material)
April 10: Max Dedov,
Final PhD thesis defense and
Alessandro Palandri, Final PhD thesis defense
April 17: Bjorrn Eraker (Presentation of recent research)
April 24: General discussion of financial
econometrics
May 1: Duy
Tran
May 8: Jean Jacod, Université Paris VI
(On some statistical problems for high frequency data)
May 15: Viktor Todorov
May 22: Ron Gallant and Han Hong ("A
Statistical Enquiry into the Plausibility of Epstein-Zin-Weil
Utility")
May 29: Students only
Summer 2006:
May 1: Duy
Tran
May 8: Jean Jacod, Université Paris VI
(On some statistical problems for high frequency data)
May 15: Viktor Todorov
May 22: Ron Gallant and Han Hong ("A
Statistical Enquiry into the Plausibility of Epstein-Zin-Weil
Utility")
May 29: Students
only
June 5: Duy Tran
(Research summary)
June 12: General discussion of research
June 19: Tzuo Hann Law (Presentation of recent research)
June 26:
Alessandro Palandri (Presentation
of recent research)
July 3: Students
only
July 10: Xin Huang (Presentation of recent
research)
July 17: Natalia Sizova
(Presentation of recent research)
July 24: Viktor Todorov
(Presentation of research material)
July 31: Ivan Shaliastovich
(Presentation of research material)
August 7: Viktor Todorov (informal summary of research material)
August 14: Xin Huang (Presentation of recent
research)
Fall 2006:
August 21: Tzuo
Hann Law (Presentation of recent research)
August 28: Hengjie
Ai (New Fuqua Finance Faculty)
September 4: Students
only
September 11: Duy Tran
(Presentation of research material)
September 18: Viktor Todorov
(Presentation of research material)
September 25: Bjorn Eraker
October 2: Ivan Shaliastovich (Presentation of research
material)
October 9: Students
only
October 16: Tzuo
Hann Law (Duke undergraduate, presentation of recent research)
October 23: Jules H. van Binsbergen (Fuqua School, Presentation of
recent research)
October 30: Xin Huang (Presentation of
research material)
November 6: Samuel Henkel (UNC Chapel Hill,
Presentation of recent research)
November 13: Bin Chen (visitor from Cornell)
November 20: Nataliya Khmilevska
November 27: Natalia Sizova
(Presentation of recent research)
December 4: Xin Huang (Presentation of
research material)
December 11: Viktor Todorov
(Presentation of research material)
Spring 2007:
January 8: Students
only
January 15: Students
only
January 22: Tzuo Hann Law (Presentation of recent research)
January 29: Natalia Sizova (Preliminary presentation of prospectus research)
February 5: Runeet Kishore (Presentation of recent research)
February 12: Ivan Shaliastovich (Presentation of research material)
February 19: Theis Lange (Visitor from Denmark)
February 26: Natalia Sizova (Prospectus Defense)
March 5: Dana Kiku (PhD thesis defense)
March 12: Students
only
March 19: Bjorn Eraker (Presentation of recent research)
March 26:
Econometrics Field Day, All Duke PhD students
April 2: Report on
the new PhD job market from recent successful participants
April 9: Duy Tran (Final PhD Examination)
April 16: Tzuo Hann Law (Presentation of recent research)
April 23: Eric
Aldrich (Presentation from the literature)
April 30: Viktor Todorov and Xin Huang (Final PhD Examinations)
May 7: Ralph Koijen and Jules Vanbinsbergen
(Presentation of recent research)
May 14: Ravi Bansal
(Presentation of recent research)
May 21:
May 28: Students only
Summer 2007:
June 4: Viktor Todorov (Presentation of recent research)
June 11: Natalia Sizova (Presentation of recent research)
June 18: Craig Burnside
(Presentation of recent research)
June 21-24
Econometric Society Summer Meeting:
July 2: Students only
July 9: Open
July 16: Andrey Fradkin (Presentation of recent research)
July 23: General
discussion of paper by J. Woerner
July 30: Students only
August 6: Students
only
August 13: Eric
Aldrich (Presentation of research material)
August 20: Howard
Kung (Presentation of research material)
Fall 2007:
August 27: Andrey Fradkin (Presentation of recent research)
September 3: Ivan Shaliastovich (Presentation of research material)
September 10: Peter
Van Tassel (Presentation of research material)
September 17: Warren
Davis (Presentation of research material)
September 24: Natalia
Sizova (Presentation of research material)
October 1: Jonathan B.
Hill (Visitor, UNC – Chapel Hill)
October 8: Students
only
October 15: Bjorn Eraker (Presentation of research material)
October 22: Peter Van
Tassel (Presentation of research material)
October 29: Warren
Davis (Presentation of research material)
November 5: TBA,
Perhaps a general discussion of the frontiers of financial econometrics
November 8: (Thursday) Econometrics Seminar,
Federico Bandi, University of Chicago
November 12: Denis Nekipelov (Presentation of research material)
November 19: Viktor Todorov, Northwestern University Davis (Presentation of
research material)
November 26: Peter
Van Tassel and Warren Davis (Presentation of research material)
December 3: Andrey Fradkin (Presentation of recent research)
December 10: Students
only
December 17: Students
only
December 24:
December 31: Students
only
Spring 2008:
January 7: Students
only
January 14: Eric
Aldrich
January 21: Students
only
January 28: Ivan Shaliastovich
February 4: Natalia Sizova
February 11: Howard
Kung, Fuqua
February 18: No workshop,
departmental seminar week
February 25: Ivan Shaliastovich and Natalia Sizova
March 3: Eric Aldrich
(Prospectus defense)
March 10: Students
only
March 17: Natalia Sizova
March 24: Juan
Rubio-Ramirez
March 31: Theis Lange (University of Copenhagen)
April 7: Mike Schwert and Baishi Wu
April 14: Brian
Jansen and Allison Keane
April 21: Zhongyan Zhu (University of Indiana)
April 28: Mike Schwert
May 5: Ron Gallant
May 12: PhD Students,
general discussion
May 19: Eric Aldrich
May 26: Students only
Summer 2008:
June 2: Natalia Sizova
June 9: Ivan Shaliastovich
June 16: General
discussion of research frontiers led by advanced students
June 23: Eric Aldrich
June 30: Natalia Sizova
July 7: New students
– meet to review summer projects
July 14: New students
– meet to review summer projects
July 21: New students
– meet to review summer projects
July 28: New
student(s) present progress on summer project
August 4: New
student(s) present summer project(s)
August 11: New
students – meet to review summer projects
August 18: New
student(s) present summer project(s)
Fall 2008:
August 25: Ravi
Bansal, Fuqua School
September 1: Natalia Sizova
September 8: Ivan Shaliastovich
September 15:
Students only
September 22: Natalia
Sizova
September 29: Kai Li
October 6: Howard
Kung, Fuqua PhD student
October 20: Ivan Shaliastovich
October 27: Kai Li
November 10: Eric
Aldrich
November 17: Bruno Feunou
December 5: Triangle
Econometrics Conference
Spring 2009:
January 5: Students
only
January 12: Eric
Aldrich
January 19: Students
only
January 26: Barry
Rafferty
February 2: Iaryna Grynkiv
February 9: Romeo Tedongap (Visitor)
February 16: Ravi
Bansal
February 23: Howard
Kung
March 2: Kai Li
March 9: Students
only
March 16: Ben Carlston
March 23: Natalia Sizova
March 30: Kai Li
April 6: Natalia Sizova (Final PhD Defense)
April 13: Mohammad
Jahan-Parvar
April 20:
undergraduate presentations
Fall 2009:
August 24: Hengjie Ai (Duke-Fuqua), Mariano Massimiliano
Croce (UNC), Kai Li (Duke-Economics)
August 31: Andrew
Patton (New Duke Economics faculty member)
September 7: Students
only
September 14: Ron
Gallant (Duke-Fuqua Faculty)
September 21: Eric
Aldrich
September 28: Ravi
Bansal (Duke-Fuqua Faculty)
October 5: Students
only
October 12: Howard
Kung (Fuqua)
October 19: Bruno Feunou
October 26: Hao Zhou (Fed Board)
November 2: Nour Meddahi (University of
Toulouse)
November 9: Ravi
Bansal
November 16: Ben Carlston
November 23: Kai Li
November 30: Iaryna Grynkiv
December 4: Triangle
Econometrics Conference
December 7: Jean Sébastien Fontaine (Bank of Canada).
Spring 2010:
January 11: Students
only
January 18: Students
only
January 25: Viktor Todorov (Northwestern)
February 1: Ben Carlston, Prospectus Defense
February 8: Kai Li,
Research update
February 15: Iaryna Grynkiv, Prospectus
Defense
February 22: Daniela Osterrieder, Maastricht University and the Fuqua School
March 1: Ben Carlston, Iaryna Grynkiv, Prospectus Followups
March 8: Students
only
March 15: Tarun
Ramadorai, Oxford Business School
March 22: Eric
Aldrich
March 29: Francesco
Bianchi
April 5: Mohammad R.
Jahan-Parvar (Lunchgroup
alum)
April 12: Kai Li,
Prospectus Defense
April 19: Eric
Aldrich
April 26: Howard Kung
May 3: Graduate
student / faculty session
May 10: Iaryna Grynkiv
Fall 2010:
August 30: Iaryna Grynkiv
September 6: Kai Li
September 13: Ben Carlston
September 20: Selma Chaker (University of Montreal)
September 27: Dong Hwan Oh
October 4: Lai Xu
October 11: Sophia Li
October 18: Bruno Feunou
October 25: Bryan
Kelly (University of Chicago)
November 1: Valeri Voev (Aarhus University,
visiting Duke Econ)
November 8: 2nd year
students
November 15: 2nd year
students + Iaryna Grynkiv
November 22: Eric
Aldrich
November 29: Ben Carlston +
Kai Li
December 6: Dong Hwan Oh
December 13: Lai Xu
December 20: Sophia Li
Spring 2011:
January 24: Howard Kung
January 31: Kameliya Filipova (University of St. Gallen)
February 7: Ravi Bansal (Duke Fuqua)
February 14: Dong Hwan Oh
February 21: Lai Xu
February 28: Sophia
Li
March 14: Iaryna Grynkiv
March 21: Ben Carlston
March 28: Kai Li
April 4: Pat Bayer (Slides on housing data sets and related research)
April 11: Kevin Sheppard (University of Oxford)
April 18: Second year students
April 25: Hao Zhou
(Federal Reserve Board)
May 2: Howard Kung & Kai Li
May 9: Iaryna Grynkiv & Ben Carlston
Summer 2011:
May 23: Kameliya Filipova
May 30: Sophia Li
July 25: Kai Li
Aug 1: Dong Hwan Oh
Aug 8: Jia Li (new Duke faculty
member)
Aug 15: Iaryna Grynkiv
Aug 22: Wenjing Wang
Fall 2011:
Aug
29: Lai Xu
Sep
5: Kristoph
Kleiner
Sep
12: Lily Liu
Sep
19: Roel Oomen
(Deutsche Bank)
Sep
26: Erik Vogt
Oct
3: Iaryna
Grynkiv
Oct
10: Ben Carlston
Oct
17: Iaryna
Grynkiv (practise job market talk)
Oct
24: Asger
Lunde (Aarhus University): “And Now, the Rest
of the News: Volatility and Firm Specific News Arrival”
Oct
31: Kai Li
Nov
7: Ravi Bansal (Fuqua)
Nov
14: Dong Hwan Oh
Nov
21: Lai Xu
Nov
28: Sophia Li
Dec
5: Wenjing Wang / Lily Liu
Dec
12: Kristoph
Kleiner / Erik Vogt
Spring 2012:
Jan 9: Ben Carlston
Jan 16: Lai Xu
Jan 23: Lily Liu
Jan 30: Kai Li
Feb 6: Viktor Todorov
(ERID visitor from Northwestern University)
Feb 13: Erik Vogt
Feb 20: Francisco Peñaranda
(visitor from Universitat Pompeu
Fabra): "A Unifying
Approach to the Empirical Evaluation of Asset Pricing Models" (PDF)
Feb 27: Wenjing Wang / Iaryna
Grynkiv
Mar 12: Philippe Mueller (London School of
Economics): "Bond Variance
Risk Premia"
Mar 19: Roberto Marfe
(visiting PhD student from St Gallen)
Mar 26: Dong Hwan Oh
Apr 2: Sophia Li
Apr 9: Ben Carlston /
Kai Li
Apr 16: Lily Liu / Erik Vogt
Apr 23: Lai Xu
Apr 30: Jiakou Wang
(visiting PhD student from U. Wisconsin - Madison)
May 7: Wenjing Wang
May 14: Roberto Marfe
May 21: Erik Vogt
May 28: Jia Li
June 4: Lai Xu
Fall 2012:
Aug 20: George
Tauchen (PDF of paper is here)
Aug 27: Kai Li
Sep 3: Lai Xu
Sep 10: Sophia Li
Sep 17: Dong Hwan Oh
Sep 24: Ben Carlston
Oct 1: Andrea Vedolin (LSE faculty visiting Fuqua)
Oct 8: Erik Vogt
Oct 15: Lily Liu
Oct 22: Wenjing Wang
Oct 29: Jakob Stoeber (visiting PhD
student at Duke stats dept)
Nov 5: Irving De Lira Salvatierra / Yichong Zhang
Nov 12: Zdravko Paskalev / Sophia Li
Nov 19: Gustavo Fruet Dias (visiting PhD student from Queen Mary,
University of London)
Nov 26: Cristina Scherrer (visiting PhD student from Queen Mary, University
of London)
Dec 3: Xin Huang (a
Monday lunch alumna, now at the University of Oklahoma). Paper is available here.
Dec 10: Erik Vogt
Spring 2013:
Jan 14: Lai Xu
Jan 21: Dong Hwan Oh
Jan 28: Wenjing Wang
Feb 4: Lily Liu
Feb 11: Irving De
Lira Salvatierra
Feb 18: Lai Xu
Feb 25: Erik Vogt
Mar 4: Ron Gallant
Mar 18: Jia Li
Mar 25: Kai Li (PhD
defense)
Apr 1: Dacheng Xiu (Chicago):
"Volatility Risk Premia and Volatility
Derivatives"
Apr 8: Sophia Li
& Ben Zhao
Apr 15: Ben Carlston
Apr 22: Torben
Andersen (Northwestern)
May 6: Wenjing Wang
May 13: Erik VogtMay
20: Lily Liu
Fall 2013:
Aug
26: Lai Xu
Sep
2: Dong Hwan Oh
Sep
9: Ilaria Piatti (Lugano)
Sep
16: Enrique Sentana (CEMFI)
Sep
23: Erik Vogt
Sep
30: Wenjing Wang
Oct
7: Jia Li, "Inference Theory for Volatility Functional Dependencies"
(joint with Tauchen and Todorov)
Oct
21: Wenjing Wang
Oct
28: Irving De Lira Salvatierra
Nov
4: Soroush Ghazi Kalahroudi
Nov
11: Lily Liu
Nov
25: Ben Zhao
Dec
2: Lai Xu
Spring 2014:
Jan
13: George Tauchen
Jan
20: Lily Liu
Jan
27: Ben Zhao
Feb
3: Soroush Ghazi
Feb
10: Irving De Lira Salvatierra
Feb
17: Alexandru Rosoiu
Feb
24: Andrew Patton
Mar
3: Ben Zhao
Mar
17: Ilze Kalnina
(University of Montreal)
Mar
24: Wenjing Wang / Erik Vogt
Mar
31: Dong Hwan Oh / Lai Xu
Apr
7: No seminar
Apr
14: Ben Zhao
Apr
21: Kristoph Kleiner
Fall 2014:
Aug
25: Peter Hansen (European University Institute)
Sep
1: Irving De Lira Salvatierra
Sep
8: Lily Liu
Sep
15: Rogier Quaedvlieg (Maastricht University)
Sep
22: Silvia Goncalves (University of Montreal)
Sep
29: Ben Zhao
Oct
6: Andrew Patton
Oct
13: Jia Li
Oct
20: Lily Liu
Oct
27: Irving De Lira Salvatierra
Nov
3: Suzanne Lee (Georgia Institute of Technology)
Nov
10: Red Davies
Nov
17: Yuan Xue
Nov
24: Alexandru Rosoiu
Dec
1: Ben Zhao
Spring 2015:
Jan 12: Red
Davies
Jan 19: MLK
DAY (no seminar)
Jan 26: Ben
Zhao
Feb 9: Caio Almeida (Graduate School of Economics, Fundação Getulio
Vargas)
Feb 16: Dacheng Xiu (Chicago Booth)
Feb 23: Red
Davies (prospectus defense)
Mar 16: Irving
De Lira Salvatierra / Lily Liu
Mar 30:
Alexandru Rosoiu
Apr 13: Jia Li
Apr 20: Kevin Sheppard (Oxford University and the Office of
Financial Research, US Treasury)
Fall 2015:
Aug
24: Alexandru Rosoiu
Aug
31: Ben Zhao
Sep 7: Red
Davies
Sep 11: Linxi Chen & Tyler Ransom
Sep 14: Yuan
Xue
Sep 21: Dacheng Xiu (Chicago Booth)
Sep 28: Juho
Nyholm (Helsinki)
Oct 5: Anna Cieslak
Oct 26: Joel
Hasbrouck (NYU Stern)
Nov 2: Ben
Zhao
Nov 16: Brian
Weller (Northwestern University, Kellogg School of
Management)
Nov 23: Red
Davies
Spring 2016:
Jan 18: Yuan
Xue
Jan 25: Red
Davies
Feb 1: Ben
Zhao
Feb 8: Yunxiao Liu (UNC)
Feb 15: Rui
Chen
Feb 22: Xiye Yang (Rutgers)
Feb 29: Erik
Vogt (NY Fed)
Mar 7: Yuan
Xue (3rd year paper defense)
Mar 21: Ben
Zhao
Mar 28: Red
Davies
Apr 4: Rui
Chen
Apr 11: Yunxiao Liu
Apr 18: Yuan
Xue