Speakers

Aleksey Kolokolov

University of Manchester, UK

Aleksey Kolokolov is a Lecturer (Assistant Professor) in Finance at Alliance Manchester Business School with a wide range of research interests. He focuses on econometrics and financial markets, with specific contributions to advanced statistical methods, high-frequency data analysis, forecasting, modelling jumps and flash-crashes.

Kim Christensen

Aarhus University, Denmark

Kim Christensen acquired his PhD from Aarhus School of Business, Aarhus University in 2007. His research interests include financial econometrics, particularly the modelling of financial market volatility. He has published in Journal of Econometrics.

Oliver Linton

University of Cambridge

Oliver Linton is a fellow of Trinity College and is Professor of Political Economy at Cambridge University. Formerly, Professor of Econometrics at the London School of Economics and Professor of Economics at Yale University. He obtained his PhD in Economics from the University of California at Berkeley in 1991. He has published two books and more than a hundred articles on econometrics, statistics, and empirical finance. In 2015 he was a recipient of the Humboldt Research Award of the Alexander

Roberto Renò

University of Verona, Italy

Roberto Renò is Professor of Quantitative Finance at the Department of Economics of the University of Verona. He is Visiting Professor at the Carey Business School at the Johns Hopkins University of Baltimore and ESSEC Business School in Cergy. He has been Senior Fellow at Collegio Carlo Alberto, Turin; Fernand Braudel Fellow at the European University Institute in Florence; Visiting Professor at LUISS, Rome and IMT, Lucca; Associate and Assistant Professor of Quantitative Finance at the Univers

Viktor Todorov

Northwestern University, USA

Viktor Todorov is Harold H. Hines Jr. Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University. Professor Todorov is a Fellow of the Society for Financial Econometrics and the Journal of Econometrics. His research interests are in the areas of theoretical and empirical asset pricing, econometrics and applied probability. He has published extensively in these fields. His recent work focuses on the robust estimation of asset pricing models

Yifan Li

University of Manchester, UK