Program

8:30 am	Registration

9:00	Welcome

9:05	ELVEZIO RONCHETTI, University of Geneva *Robust Statistics and its Role in Empirical Research*

9:45	VERONIKA CZELLAR, HEC Paris Accurate and Robust Tests for Indirect Inference (with Elvezio Ronchetti) Discussant: CHRISTOPHE CROUX, K.U. Leuven

10:35	Coffee Break

11:05	KENNETH J. SINGLETON, Stanford University and NBER A New Perspective on Gaussian Dynamic Term Structure Models (with Scott Joslin and Haoxiang Zhu) Discussant: NOUR MEDDAHI, Toulouse School of Economics

12:00 pm	Lunch

2:00	FRANCIS X. DIEBOLD, University of Pennsylvania and NBER The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models (with Jens Christensen and Glenn Rudebusch) Discussant: FRANCOIS LE GRAND, EM Lyon

2:50	FABIO TROJANI, University of Lugano and Swiss Finance Institute Asset Pricing with Matrix Jump Diffusions (with Markus Leippold) Discussant: HELYETTE GEMAN, Birkbeck College, University of London and ESCP Europe

3:40	Coffee Break

4:10	JAMES D. HAMILTON, University of California, San Diego The Propagation of Regional Recessions (with Michael Owyang) Discussant: STEPHANE GREGOIR, EDHEC

5:00	LAURENT E. CALVET, HEC Paris and NBER Multifractal Volatility (with Adlai Fisher) Discussant: RENE GARCIA, EDHEC

5:50	Conclusion by VERONIQUE MALLERET, Dean of Faculty and Research, HEC Paris