NYU Stern
Share / Print

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

KEYNOTE SPEAKERS
  • Francis X. Diebold (University of Pennsylvania) Gala Dinner Speaker
  • Christian Gouriéroux (CREST and the University of Toronto), Invited JFEC Lecturer
INVITED SPEAKERS
  • 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.
Right-Column_3 (arrows)