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CIREQ-CMP Econometrics Conference in Honor of Eric Ghysels

ghysels

CIREQ-CMP ECONOMETRICS CONFERENCE 
IN HONOR OF ERIC GHYSELS

10-11 May 2024

OVERVIEW

This conference is organized in collaboration with CIREQ and the Chair in Macroeconomics and Forecasting. It is held in honor of Professor Eric Ghysels, whose work has been influential in the field of econometrics. The topics to be covered at this conference include: (a) forecasting, (b) mixed frequency data analysis, (c) volatility and financial modeling, and (d) the method of moments and instrumental variables.

EVENT VENUE

CALL FOR PAPERS

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Themed issue on The Econometric Analysis of Financial and Mixed Frequency Data at the Journal of Econometrics.

Deadline to submit: 31 December 2024

REGISTRATION
This event is free and is open to anyone interested in the topic. Due to limited seating, registration is required.

The deadline to register is April 30 at noon.

SoFiE INAUGURAL LECTURES
The Society for Financial Econometrics (SoFiE) has created a new series of invited lectures. We are pleased to announce the inauguration of the series at the CIREQ-CMP Econometrics Conference in Honor of Eric Ghysels. The lectures will be recorded and posted on the SoFiE website, and society members will be able to follow them via live streaming. This prestigious series will feature leading scholars in the field of financial econometrics.

The first two lectures will be delivered by Robert Engle and Lars Peter Hansen:

10 May 2024, from 10:30 to 11:15 – Presentation in hybrid mode
Robert Engle (New York University)
NEW TITLECrisk, Termination Risk, Greenwashing: Measuring Climate Risk Exposure in Capital Markets

10 May 2024, from 14:00 to 14:45 – Online Presentation
Lars Hansen (University of Chicago)
NEW TITLE: Stochastic Responses and Valuation under Uncertainty

SPEAKERS

ahsan

Nazmul Ahsan (McGill University)

Torben Andersen (Northwestern University)

Bertille Antoine (Simon Fraser University)

Andrii Babii (University of North Carolina at Chapel Hill)

Marine Carrasco (Université de Montréal, CIRANO, CIREQ)

Mikhail Chernov (University of California at Los Angeles)

Riccardo Colacito (UNC Kenan-Flagler Business School)

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Christian Conrad (Heidelberg University)

Eugène Dettaa (Université de Montréal, CIREQ)

Frank Diebold (University of Pennsylvania)

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Jean-Marie Dufour (McGill University, CIRANO, CIREQ)

Robert Engle (New York University)

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Patrick Gagliardini (University of Lugano)

René Garcia (Université de Montréal, CIRANO, CIREQ)

Silvia Gonçalves (McGill University, CIRANO, CIREQ)

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Christian Gourieroux (University of Toronto & Toulouse School of Economics)

Foti Grigoris (University of Iowa)

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Alain Guay (UQAM, CIREQ)

ACTIVITY-hall

Alastair Hall (University of Manchester)

Lars Peter Hansen (University of Chicago)

Peter Hansen (University of North Carolina at Chapel Hill)

Preetesh Kantak (Indiana University)

Lynda Khalaf (Carleton University)

Massimiliano Marcellino (Bocconi University)

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Giang Nguyen (Penn State University)

Benoit Perron (Université de Montréal, CIRANO, CIREQ)

Yan Qian (Central University of Finance and Economics)

Eric Renault (University of Warwick)

Gabriel Rodrigues-Rondon (McGill University)

Mirco Rubin (EDHEC)

Mehrdad Samadi (Federal Reserve Board)

Jonas Striaukas (Copenhagen Business School)

Allan Timmermann (University of California at San Diego)

Rossen Valkanov (University of California at San Diego)

FINANCIAL SUPPORT
The organizers wish to thank the following sponsors for their support :

Canada Research Chair
in Economics
Russell Davidson

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