Financial Econometrics Lunch Group Seminar Series - Fall 2021

Usual time and place: 11:40am - 12:55pm on Monday in Social Sciences 111.
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08/30/2021
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Haozhe Zhang  (Duke)
09/06/2021
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Saketh Aleti  (Duke)
"The High-Frequency Factor Zoo"
09/13/2021
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Andrew Patton  (Duke / SoFiE seminar)
"Better the Devil You Know: Improved Forecasts from Imperfect Models"
10/11/2021
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Peter Reinhard Hansen  (UNC Chapel Hill)
"A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices"
10/18/2021
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Jianqing Fan  (Princeton / SoFiE seminar)
"How and When are High-Frequency Prices Predictable?"
10/25/2021
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Chan Kim  (UNC Chapel Hill)
11/01/2021
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Verda Ozturk  (Duke)
11/08/2021
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Mathias Siggard  (Aarhus University)
11/15/2021
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Paolo Zaffaroni  (Imperial College London / SoFiE seminar)
"Factor Models for Conditional Asset Pricing"
11/22/2021
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Yiyao Luo  (UNC Chapel Hill)
11/29/2021
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Haozhe Zhang  (Duke)


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