Fourth Annual SoFiE Conference | June 15 – 17, 2011

Fourth SoFiE Conference, June 15-17, 2011 – Program 

KEYNOTE SPEAKERS

  • Eric Ghysels, University of North Carolina – Chapel Hill
  • Presidential Address
  • Kenneth Singleton, Stanford University, Invited JFEC Lecture
  • John B. Taylor, Stanford University

INVITED SPEAKERS

  • Jin-Chuan Duan, National University of Singapore
  • James Hamilton, University of California, San Diego
  • Ravi Jagannathan, Northwestern University
  • Siem Jan Koopman, Vrije Universiteit Amsterdam
  • Neil Shephard, University of Oxford
  • Chester Spatt, Carnegie Mellon

LOCAL ORGANIZERS

Ashley Doss and Per Mykland, The University of Chicago

PROGRAM COMMITTEE

  • Co-Chairs: Robert Engle, Frank Diebold, & Eric Ghysels
  • Tobias Adrian, New York Federal Reserve
  • Torben Andersen, Northwestern University
  • Tim Bollerslev, Duke University
  • Riccardo Colacito, University of North Carolina
  • Pierre Collin-Dufresne, Columbia University
  • Sanjiv Das, Santa Clara University
  • Gregory Duffee, Johns Hopkins University
  • Darrell Duffie, Stanford University
  • David Easley, Cornell University
  • Charles Engel, University of Wisconsin
  • John Geweke, University of Technology Sydney
  • Paul Glasserman, Columbia University
  • Lars Peter Hansen, University of Chicago
  • Robert Hodrick, Columbia University
  • Eric Jondeau, HEC Lausanne
  • Scott Joslin, MIT
  • Bryan Kelly, University of Chicago
  • Nicholas Kiefer, Cornell University
  • Paul Kofman, The University of Melbourne
  • Robert Korajczyk, Northwestern University
  • Chung-Ming Kuan, National Taiwan University
  • Roger Lee, University of Chicago
  • Oliver Linton, London School of Economics
  • Simone Manganelli, European Central Bank
  • Nour Meddahi, Toulouse School of Economics
  • Per Mykland, University of Chicago
  • Glenn Rudebusch, Federal Reserve Bank of San Francisco
  • Jeffrey Russell, University of Chicago
  • Mark Watson, Princeton University
  • Halber White, University of California, San Diego
  • Jonathan Wright, Johns Hopkins University
  • Lan Zhang,University of Illinois, Chicago

CONFERENCE SITE

Gleacher Center

450 North Cityfront Plaza Dr.
Chicago, Illinois 60611
Tel: 312.464.8787
Email: info@gleachercenter.com

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