Financial Econometrics Lunch Group Seminar Series - Spring 2018

Usual time and place: 11:40am - 12:55pm on Monday in Social Sciences 111.
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01/22/2018
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Ye Lu  
01/24/2018
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Daniel Lewis  (Harvard)
Identifying Shocks via Time-Varying Volatility
Joint with Recruiting, Econometrics.
Note: Seminar will be in Social Sciences 113 at 11:30am on Wednesday.
01/29/2018
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Rui Chen  
02/05/2018
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Richard Crump  (NY FED)
Characteristic-Sorted Portfolios: Estimation and Inference
02/12/2018
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3rd year defense (Congshan and Peter, 2-3pm at DFE)  
02/19/2018
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3rd year defense (Leonardo and Guilherme)  
02/26/2018
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TBD  
03/05/2018
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TBD  
03/19/2018
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Alex Chinco  (UIUC)
The Sound of Many Funds Rebalancing
03/26/2018
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Dacheng Xiu  
04/02/2018
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TBD  
04/09/2018
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Congshan Zhang  
04/16/2018
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TBD  
04/23/2018
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Leonardo Salim Saker Chaves and Peter Horvath  


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