Call for Papers
Sixth Annual Society for Financial Econometrics (SoFiE) Conference

Hosted by: Sim Kee Boon Institute for Financial Economics, Singapore Management University & The Risk Management Institute, National University of Singapore

June 12-14, 2013, Singapore

PAPER SUBMISSION PROCEDURE: Papers must be submitted by email to sofie@stern.nyu.edu with the subject line "SoFiE 2013 Submission." Submission emails must contain a single attached paper in pdf format. No other formats will be accepted. Submissions must be received by January 18, 2013. All papers will be reviewed by the Program Committee.

SoFiE PRESIDENTIAL ADDRESS: Francis X. Diebold, University of Pennsylvania

INVITED JFEC HALBERT WHITE LECTURER: Peter C. B. Phillips, Yale University, Singapore Management University, University of Auckland, and University of Southampton

GALA DINNER SPEAKER: Cheng Chih Sung, Former Managing Director and Chief Risk Officer, Government of Singapore Investment Corporation

INVITED SPEAKERS:
Fumio Hayashi, Hitotsubashi University
Haitao Li, University of Michigan
Bas Werker, Tilburg University
Liuren Wu, City University of New York
Harold Zhang, University of Texas at Dallas

LOCAL ORGANIZERS:
Jin-Chuan Duan, National University of Singapore
Jun Yu, Singapore Management University

CONFERENCE LOCATION: Singapore Management University, Singapore (in the City Center)

PROGRAM COMMITTEE:
Co-Chairs: Francis X. Diebold, Jin-Chuan Duan, Eric Ghysels, Eric Renault, Jun Yu

Torben Andersen
Heather Anderson
Jushan Bai
Luc Bauwens
Tim Bollerslev
Christian Brownlees
Laurent Calvet
John Campbell
Marine Carrasco
Mikhail Chernov
Peter Christoffersen
Riccardo Colacito
Valentina Corradi
Richard Davis
Frank De Jong
Casper deVries
Dobri Dobrev
Mardi Dungey
Jianqing Fan
Patrick Gagliardini
Rene Garcia
John Geweke
Raffaella Giacomini
Christian Gourieroux
Peter Hansen
Wolfgang Hardle
Joel Hasbrouck
Nikolaus Hautsch
Bas Werker
Siem Jan Koopman
Scott Joslin
Raymond Kan
Lutz Kilian
David Lando
Robin Lumsdaine
Asger Lunde
Giampiero M. Gallo
Cecilia Mancini
Simone Manganelli
Nour Meddahi
Ulrich Mueller
Per Mykland
Serena Ng
Joon Park
Andrew Patton
Alastair R. Hall
Anders Rahbek
Tarun Ramadorai
Michael Rockinger
Barbara Rossi
Mark Salmon
Olivier Scaillet
Peter Schotman
Krista Schwarz
Enrique Sentana
Kevin Sheppard
Richard Smith
Timo Terasvirta
Allan Timmermann
Viktor Todorov
Dick van Dijk
Clara Vega
Lan Zhang
Xu Zheng