Programme

Italian research project
Econometric Models for the Analysis of Financial Markets
finaced by MIUR

 

Papers will not be distributed during the conference. Please, download and print the papers, as you like.

 

Thursday - June 2, 2005

8.30
Registration
9.00 - 9.15 Welcome and Opening Remarks
9.15 - 10.45
Session I
Chairman:
Tim Bollerslev (Duke University)
10.45 - 11.15
Coffee break
11.15 - 13.00
Session II
Chairman:
Herman K. van Dijk (Erasmus University Rotterdam)
13.00 - 14.00
Lunch
14.00 - 15.00 Coffee and Poster Session 1
15.00 - 16.00
Session III
Chairman:
Hashem M. Pesaran (University of Cambridge)
16.00 - 16.30
Coffee break
16.30 - 18.00
Session IV
Chairman:
John Rust (University of Maryland)
20.00
Social Dinner at the Boscolo Hotel Dei Dogi

 

Friday - June 3, 2005

9.00 - 10.30
Session V
Chairman:
Monica Billio (University of Venice)
10.30 - 11.00
Coffee break
11.00 - 13.00
Session VI
Chairman:
Domenico Sartore (University of Venice)
13.00 - 14.00
Lunch
14.00 - 15.00
Coffee and Poster Session 2
15.00 - 16.30 Session VII
Chairman:
James G. MacKinnon (Queen's University Kingston)
16.30 - 17.00
Coffee break
17.00 - 18.00

Session VIII
Chairman:
Badi H. Baltagi (Texas A&M University)

18.00 End of the Conference