University of Chicago GSB

Events

May 17, 2008, 12:00 PM - 1:00 PM

Past Market Variance and Asset Prices

Who

Federico Bandi, Associate Professor of Econometrics and Statistics

Sponsored by

This event is being sponsored by Northern Trust, a corporate partner of the Initiative on Global Markets.

Coverage

Read article

Where

Gleacher Center, Room 621
University of Chicago Graduate School of Business
450 N. Cityfront Plaza Drive
Chicago, Illinois

Questions

Jennifer Williams
773.702.6324

Speaker Bio

Federico Bandi studies financial econometrics, continuous-time asset pricing, empirical asset pricing, and empirical market microstructure. His research has been published in leading economics, econometrics, and finance journals, including the Journal of Financial Economics, the Journal of Econometrics, Econometrica, and the Review of Economic Studies. He has been awarded the Hillel J. Einhorn Excellence in Teaching Award in consecutive years, the David W. Johnson Professorship at the University of Chicago, and the Alfred P. Sloan Dissertation Fellowship, among other awards.

Professor Bandi serves as an Associate Editor for Econometric Theory, the Journal of Business and Economic Statistics, the Econometrics Journal, and the Journal of Financial Econometrics. He is a member of the American Finance Association and the Econometric Society, and a founding member of the Society for Financial Econometrics.

Professor Bandi earned a PhD in economics from Yale University in 1999.