Busy Summer for Financial Economics Professors
04 October 2012 10:12AM
The Financial Economics Professors have kept very busy this past summer and are maintaining their stride well into the fall semester. Among conferences attended from June to the present are the Second Measuring Risk Conference at the Bendheim Center for Finance at Princeton, CREATES Conference in Denmark, NBER Summer Institute in Boston, SoFiE Conference at Oxford, the annual meeting with the European Finance Association, and the Society for Computational Economics in Prague to name a few.
Professor George Tauchen has attended or presented papers in eight different conferences from France to Australia this past summer. Right after returning from Australia, he left for a week in Berlin where he met with various collaborators and gave a paper at Humboldt University. When asked if he is jet legged, Professor Tauchen just says his “body has no idea what time zone it is in.”
At the same time, Professor Tauchen maintained his highly successfully research and publication program. To date, he has seven papers either in print or forthcoming in 2012 in the topmost journals of Econometrics, Statistics, and Finance.
Professor Tim Bollerslev was the Keynote Speaker at the SMY-ESSEC Symposium on Empirical Finance and Financial Econometrics this past summer in Singapore. This summer he was also recognized by INQUIRE Europe for having the best presentation of 2011-2012.
Our newest faculty member, Professor Jia Li, has been busy his first year at Duke. He is attending the Measuring Risk Conference at Princeton this month and plans to attend the North American Winter meetings of the Econometric Society in San Diego. Professor Li currently has two working papers under revision and two additional papers; one of which is co-authored with Duke Professor, George Tauchen.
Professor Andrew Patton has attended seven conferences this summer while having several forthcoming papers to appear in the Journal of Multivariate Analysis, Journal of Finance, and Journal of Business and Economics Statistics. In June, Professor Patton’s paper, Change You Can Believe In? Hedge Fund Data Revisions, was featured in the BBC news in an article that investigates possible misleading actions taken by hedge funds.
The continued hard work and innovative research of our professors makes our financial econometrics faculty one of the strongest in the world. It is our goal to maintain this level of inspired research and to promote this type of scholarly ambition for new financial frameworks to our students. Keep up with their research by going to the Research page of the DFE website.