SoFiE Seminar with Federico Bandi and Nikolaus Hautsch - December 5 2022

Host: Ekaterina Smetanina (The University of Chicago Booth School of Business)
Presenter: Federico Bandi (Johns Hopkins University)
Paper: "Discontinuous trading in continuous-time econometrics"
Discussant: Nikolaus Hautsch (University of Vienna)
Date: December 5, 2022

The Society for Financial Econometrics Seminar Series features monthly presentations of cutting-edge research by leading scholars in financial econometrics. Presentations are followed by discussion and audience participation. The SoFiE Seminar series is organized and moderated by Eric Ghysels, Ekaterina Smetanina and Dacheng Xiu.

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University.

Members receive a complimentary subscription and waived manuscript submission fee to SoFiE's partner publication, the Journal of Financial Econometrics. Other benefits of membership in the Society include the opportunity to submit papers to be reviewed by our program committee for our co-sponsored joint events, discounted registration rate for the annual conference in June, the ability to vote in SoFiE presidential elections, and connections to esteemed colleagues in the financial econometrics community.