Neil Shephard (Harvard) Keynote Lecture and Workshop

This event has now finished.
  • Date and time: Thursday 9 March 2023, 10am to 4.30pm
  • Location: In-person only
    Keynote lecture - A/EC202 10 - 12, Lunch - A/EC202 12 noon, Workshop - A/D271 PM, Alcuin D Block, 2nd floor above Alcuin Porters
  • Audience: Open to staff, students
  • Admission: Free admission, booking required

Event details


The morning session will be held in A/EC202 (Economics Building staff room) from 10am

The Afternoon session will be held in A/D271 (Above Alcuin Porters) from 1:30pm


Provisional programme for the day

10am: Keynote Lecture (in A/EC202)

  • "Recent Advances in Financial Econometrics" - Neil Shephard, Harvard

12noon: Lunch and poster presentations (A/EC202)

1.30pm: "Policy Choice in Time Series by Empirical Welfare Maximization" - Weining Wang, University of York  (A/D271)

2.30pm: "Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model" - Yuning Li, University of York

3.30pm: "Matrix Imputation Based Methods for Mixed-Frequency Data" - Mark Hallam, University of York

A light lunch will be provided during the workshop, please let us know if you will be attending and whether you have any dietary restrictions via the Google form.