Celebrating Torben G. Andersen's Legacy: BIGFI Hosts Spectacular Conference on Advances in Financial Econometrics

Center for Big Data in Finance (BIGFI) honors Torben G. Andersen's achievements with captivating conference on financial econometrics.


Center for Big Data in Finance (BIGFI) at CBS recently organized and hosted the highly successful conference, "Advances in Financial Econometrics," as a tribute to the remarkable achievements of Torben G. Andersen. This event provided a platform to celebrate Torben G. Andersen's invaluable contributions to the field of financial econometrics. Distinguished scholars, including esteemed co-authors and former students of Torben, delivered captivating presentations and engaged in great discussions. The conference featured an impressive lineup of 23 speakers, attracting a total of 90 participants. It served as a gathering of leading experts, fostering collaboration and enabling the exchange of insights in the realm of financial econometrics. The conference was organized by Peter Reinhard Hansen, University of North Carolina and Rasmus Varneskov, BIGFI and CBS. Find the list of speakers and chairs below.

Peter Reinhard Hansen, University of North Carolina, Lasse Heje Pedersen, BIGFI and CBS, Rasmus Varneskov, BIGFI and CBS.

Federico Bandi, Johns Hopkins Carey Business School, Luca Benzoni, Federal Reserve Bank of Chicago, Tim Bollerslev, Duke University, Oleg Bondarenko, University of Illinois, Chicago, Francis Diebold, University of Pennsylvania, Dobrislav Dobrev, Federal Reserve Board, Robert Engle, Stern School of Business NYU, Marcelo Fernandes, Sao Paulo School of Economics, Nicola Fusari, Johns Hopkins Carey Business School, Maria Gonzalez-Perez, Bank of Spain, Peter Reinhard Hansen, University of North Carolina, Nikolaus Hautsch, University of Vienna, Steve Heston, University of Maryland, Robert Korajczyk, Kellogg School of Management, Ying-Ying Li, Hong Kong University of Science and Technology, Oliver Linton, University of Cambridge, Nour Meddahi, Toulouse School of Economics, Andreas Neuhierl, Washington University in St. Louis, Andrew Patton, Duke University, Neil Shephard, Harvard University, Allan Timmermann, University of California San Diego, Viktor Todorov, Kellogg School of Management, Rasmus Tangsgaard Varneskov, BIGFI and CBS, Dacheng Xiu, University of Chicago.

Kim Christensen, University of Aarhus, David Lando, BIGFI and CBS, Serena Ng, Columbia University, Morten Ø. Nielsen, University of Aarhus, Anders Rahbek, University of Copenhagen, George Tauchen, Duke University, Rob Taylor, University of Essex, Jun Yu, Singapore Management University.

Find information about Torben G. Andersen here.

Find slides here and more pictures here (photos by Philip Høpner/Anders Elmshøj) 

Conference program.

The page was last edited by: Department of Finance // 06/20/2023