The Fourth International Workshop in Financial Econometrics will be held on the 6th, 7th, and 8th of October, 2019, at the Jatiúca Resort, Maceió, Alagoas, Brazil. The workshop is being organized by Marcelo C. Medeiros (Department of Economics, PUC-Rio) , Caio K. Almeida (Princeton University) and Marcelo Fernandes (São Paulo School of Economics, Getulio Vargas Foundation São Paulo) .

Distinguished Keynote Speaker

Tim Bollerslev (Duke University)

Confirmed Keynote Speakers

Federico M. Bandi (John Hopkins University)

Svetlana Bryzgalova (London Business School)

Roberto Renò (University of Verona)

Marcel Rindisbacher (Boston university)

Silvia Gonçalves (McGill University)

Peter R. Hansen (University of North Carolina at Chapel Hill)

Nikolaus Hautsch (University of Vienna)

Christian Julliard (London School of Economics)

Asger Lunde (Aarhus University)

Markus Pelger (Stanford University)

Olivier Scaillet (Université de Genève)

Paul Schneider (University of Lugano and Swiss Finance Institute)

Gustavo Schwenkler (Boston University)

Confirmed Discussants

Caio K. Almeida (Getulio Vargas Foundation)

Torben Andersen (Northwestern University)

Alejandro Bernales (University of Chile)

Christian Brownlees (Pompeu Fabra)

Giuseppe Cavaliere (University of Bologna)

Marcelo Fernandes (São Paulo School of Economics)

Anders B. Kock (Oxford University)

Jia Li (Duke University)

Marcelo C. Medeiros (PUC-Rio)

Bradley Paye (Virginia Tech)

George Tauchen (Duke University)

Viktor Todorov (Northwestern University)

Michael Wolf (University of Zurich)

Invited Poster Presenters

Christian Brownlees (Pompeu Fabra)

Leonardo Chaves (Duke University)

Gustavo F. Dias (University of East Anglia)

Elise Gourier (ESSEC Paris)

Ilze Kalnina (North Carolina State University)

Fang Liang (University of North Carolina at Chapel Hill)

Susana Martins (University of Oxford and University of Minho)

Bradley Paye (Virginia Tech)

Daniela Osterrieder (Rutgers University)

Guilherme Salomé (Duke University)

Cristina Scherrer (University of East Anglia)

The conference will be held in Maceió at the Jatiúca Resort. Special rates have been negotiated with the hotel, such that participants willing to stay at the Jatiúca Resort must clearly mention this in the submission email. Payment arrangements should be made directly with the hotel.

The conference will have the following format

• • 40 min. keynote presentations with 15 min. for a discussant plus 5 min. for questions from the audience.

  • A poster session fully integrated to the conference. There will be a prize for the best poster presented during the conference.

The conference will start on Sunday, October 06, at 6p.m. with two presentations: the distinguished keynote lecture by Professor Tim Bollerslev from Duke University and a second lecture by Professor Peter R. Hansen (University of North Carolina at Chapel Hill). A welcome cocktail and the poster session will follow immediately after the presentations. The posters will be also displayed during the coffee-breaks. On Monday and on Tuesday the keynote talks will start at 1p.m. and finish at 8:00pm.

The program of the conference can be downloaded here.

REGISTRATION IS NOW CLOSED.

The deadline for registration is August 1.

For students and academics the registration fee is R$450,00.

For practitioners/non-academics the registration fee is R$2.500,00.

The registration includes the welcome cocktail, lunches on Monday and Tuesday, coffee-breaks and the conference dinner.

Sponsors: