Third Annual Society for Financial Econometrics (Asia)
Conference 16-18 June 2010

Organized by:
The Society for Financial Econometrics (SoFiE)
Hosted by:
Department of Finance
Department of Economics
The University of Melbourne

The Society for Financial Econometrics invites papers for the Third Annual SoFiE (Asia) conference to be held at The University of Melbourne from 16-18 June 2010. Academics and practitioners in the field, including those who currently are not members of the Society, are invited to submit papers. Each author may submit only one paper and at least one co-author must be a member of the Society (simultaneous paper submissions and membership applications are allowed membership information: http://sofie.stern.nyu.edu/membership).

Papers can only be submitted electronically via e-mail to sofie@stern.nyu.edu, with the subject line SoFiE 2010 Submission and must consist of a single PDF file. No other formats will be accepted. Submissions must be received by January 3rd, 2010. It is expected that decisions will be made by February, 2010.

Papers will be selected via a review process of the Program Committee.

Previous SoFiE conferences (New York and Geneva) attracted academics and industry practitioners interested in a broad range of quantitative finance and financial econometrics topics. Program details of those conferences can still be found on the SoFiE web site:
http://sofie.stern.nyu.edu


Please click on the following to find out more:

Local Organizers

Professor Bruce Grundy (Department of Finance)
Professor Paul Kofman (Department of Finance)
Professor Vance Martin (Department of Economics)

Keynote and Invited Speakers

KEYNOTE SPEAKERS
Francis X. Diebold University of Pennsylvania (Gala Dinner Speaker)
Christian Gouriroux Crest and The University of Toronto (JFEC Invited Lecture) INVITED SPEAKERS
Yacine Ait-Sahalia, Bendheim Center for Finance
Stephen Brown, NYU Stern School of Business
Andrew Patton, Duke University
Guofu Zhou, Washington University
Nikolaus Hautsch, Humboldt University

Program committee

Co-Chairs: Robert Engle & Eric Ghysels


Heather Anderson, Australian National University
Andrew Ang, Columbia University
Francis X. Diebold, University of Pennsylvania
Dick van Dijk, Erasmus School of Economics
Feike C. Drost, Tilburg University
Mardi Dungey, University of Tasmania
Yanqin Fan, Vanderbilt University
Bruce Grundy, University of Melbourne
Stan Hurn, Queensland University of Technology
Paul Kofman, University of Melbourne
Bob Kimmel, Ohio State University
Asger Lunde, Aarhus School of Management
Vance Martin, University of Melbourne
Adrian Pagan, Queensland University of Technology
Kevin Sheppard, University of Oxford
Allan Timmermann, University of California - San Diego
Viktor Todorov, Northwestern University

Logistics

About Melbourne
There is much to love about Melbourne. This sophisticated cosmopolitan city in the south-east corner of mainland Australia inspires a deep passion in those lucky enough to live here. Melburnians love the city's vibrant energy, staggering choice of restaurants, funky boutiques, caf-filled laneways, cool bars, unbeatable galleries, luscious parks and village-like inner suburbs, each with its own special character.


Melbourne is the capital of Victoria and is a relatively modern city which is less than 200 years old and never sits still. New futuristic designs add to the fascinating mix of architecture and ensure the skyline is constantly changing. Melbourne is very much about lifestyle. It is no huge surprise to residents that their city has been ranked as one of the worlds most liveable cities
For more information, please click here for Visit Melbourne website: http://www.visitmelbourne.com/ And for a map of the Central Business District (which is walking distance from the conference venue): http://thatsmelbourne.com.au/Documents/Maps/citymap.pdf

Climate
The weather in June is cold, often with spells of fine and calm weather. There are more days with very light winds in June than in any other month. It is also the foggiest month. Fog usually forms in the late evening and clears by mid-morning, occasionally it may persist for most of the day. Many days are cloudy, June being the cloudiest month of the year. Nights are cold with occasional frosts, mostly in the outer suburbs, the lowest temperature for the month in the city usually being about 2C. Rain falls on one day in two and sometimes it is in the form of drizzle in the morning which clears to a fine day. Heavy rain is rare.


Travel Guide
Click here for the travellers guide to help you plan your trip to Melbourne: http://www.immi.gov.au/visitors/index.htm and http://www.australianexplorer.com/visa_information.htm
These sites contain useful information that you should know before arriving in Melbourne, including visa requirements.


Accommodation
Our recommendation is the Stamford Plaza Hotel, 111 Little Collins Street, Melbourne. To book rooms, please book online with the hotel directly on:http://www.stamford.com.au/spm/

Conference Venue
'The Spot' at 198 Berkeley Street, Parkville. - Map - (PDF - 83KB)
Full maps of the University's campus at Parkville are available in English, Mandarin Chinese, Japanese, Arabic and Bahasa Indonesian. These are also in PDF format and require Adobe Acrobat Reader to view.

GETTING THERE
Train
Train travellers alight at Melbourne Central station, exiting via the Swanston Street exit. Any tram on Swanston Street heading North-West named "University of Melbourne" will take you near 'The Spot'.

Bus

Two bus services take you to the doorstep of the University of Melbourne. The bus stop for both services is outside the Arts Centre of the University of Melbourne on Swanston Street:

Tram
The following tram routes can be used to get to the University of Melbourne:


Swanston Street

Elizabeth Street/Royal Parade

Contact Us

Third Annual SoFiE 2010 Local Conference Secretariat
Professor Paul Kofman
Email: fin-hod@unimelb.edu.au
Telephone: +61 3 8344 3794
Fax: +61 3 8344 6914  SOFIE Conference Poster ThumbnailDownload the full Conference Programme - (PDF - 126KB)