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International Conference > Keynote speakers
Andrew Patton is Zelter Family Professor of Economics and Professor of Finance at Duke University.
Andrew’s research areas include econometrics, financial economics and forecasting. His work focuses on improved models for risk and dependence between financial assets, methods for forecast evaluation and comparison, and empirical asset pricing.
He published more than 40 papers in leading journals in Econometrics, Statistics and Finance like Journal of Econometrics, Journal of the American Statistical Association, Journal of Finance, Review of Financial Studies, Journal of Financial Economics and Journal of Business & Economic Statistics. He is currently managing editor of Journal of Financial Econometrics and associate editor or Review of Asset Pricing Studies, Journal of Econometrics, Journal of the American Statistical Association and Journal of Business & Economic Statistics.
Dick van Dijk is a professor of financial econometrics at the Econometric Institute, the Erasmus School of Economics (ESE).
His areas of special interest are volatility modelling and forecasting, high-frequency data, asset return predictability, business cycle analysis, and non-linear time series analysis.
Dick has published widely in all the major journals in the field including, among others, the Journal of Banking and Finance, the Review of Finance, the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics.
He is associate editor of Journal of Applied Econometrics, Applied Economics and editor of International Journal of Forecasting.
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