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Humboldt-Copenhagen Conference 2013

::: Recent Developments in Financial Econometrics :::

14 - 16 March 2013, Berlin, Germany
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::: Keynote Speakers :::

 


  Yacine At-Sahalia
Professor of Finance and Economics, Princeton University, Bendheim Center for Finance

Professor Yacine At-Sahalia, who received his PhD from MIT and previously taught at the University of Chicago, is currently the Otto A. Hack 1903 Professor of Finance and Economics at Princeton University and the inaugural Director of the Bendheim Center for Finance at Princeton. Early in his career, Professor At-Sahalia pioneered and researched the econometrics of continuous time finance theory, and developed new methods to allow nonparametric inference for continuous time-models in finance. He has published widely in leading academic journals in finance, econometrics and statistics and has been distinguished for research and teaching excellence. He has been honored him with the Michael J. Brennan Award in 1997, the Cornerstone Research Award (1998), the FAME Research Prize (2001), and the Dennis J. Aigner Award (2003). Professor At-Sahalia is an elected Fellow of the Econometric Society, the American Statistical Association and the Institute of Mathematical Statistics.

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  Robin Lumsdaine
Professor of Finance and Real Estate, American University, Washington D.C.

Robin Lumsdaine joined the Kogod School of Business at American University as the Crown Prince of Bahrain Professor of International Finance. She was previously an Associate Director in the Division of Banking Supervision and Regulation and Head of the Quantitative Risk Management Group at the Board of Governors of the Federal Reserve System. Before joining the Board, Professor Lumsdaine was a Director in the Global Markets Research division of Deutsche Bank where she served as the Global Inflation-Linked Bond Strategist. She has also held positions as Professor of Economics at Brown University, Senior Economist at the President's Council of Economic Advisers, and Assistant Professor at Princeton University.

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  Andrew Patton
Professor of Economics and Finance, Duke University Durham, USA

Andrew Patton is an Associate Professor of Economics and Finance at Duke University, and has previously taught at the University of Oxford and the London School of Economics. Patton’s research interests lie in financial econometrics, with emphasis on forecasting volatility and dependence, forecast evaluation methods, and the analysis of hedge funds. His research has appeared in such journals as the Journal of the American Statistical Association, Journal of Econometrics, JBES, Journal of Finance, Journal of Financial Economics and Review of Financial Studies. Patton completed his undergraduate studies in finance and economics at the University of Technology, Sydney, and his PhD in economics at the University of California, San Diego. Patton currently serves on the editorial boards of the Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Financial Econometrics, and the Econometrics Journal.

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