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Past Conferences

"Third Annual Conference of the Society for Financial Econometrics" (2010)

SoFiE is proud to announce the third annual Conference, to be held at the University of Melbourne.

Date: June 16, 17, 18, 2010

  • Francis X. Diebold (University of Pennsylvania) Gala Dinner Speaker
  • Christian Gouriéroux (CREST and the University of Toronto), Invited JFEC Lecturer
  • Yacine Ait-Sahalia, Bendheim Center for Finance
  • Stephen Brown, NYU Stern School of Business
  • Andrew Patton, Duke University
  • Guofu Zhou, Washington University
  • Nikolaus Hautsch, Humboldt University
LOCAL ORGANIZERS:  Paul Kofman, Vance Martin, Nilss Olekalns (University of Melbourne)

View our Conference Website for more information.

The V-Lab

The Volatility Institute's V-Lab (Volatility Laboratory) calculates volatilities and correlations every day on a wide range of assets using various methods. It produces volatility forecasts up to a year in advance.
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