| Openning Speech: Frank CHEN | Welcome to Participants | 9:00 - 9:15 am |
| Keynote Session (Chair: Alan WAN) | |
| Keynote Speech: Jean-Marie DUFOUR | Simple Estimators for Higher-order Stochastic Volatility Models and Forecasting | 9:15 - 10:00 am |
| 1st Coffee Break | 10:00 - 10:30 am |
| 1st Session (Chair: Xu HAN) | |
| Speaker 1: Xingbai XU | Large Sample Properties of Bayesian Estimation of Spatial Econometric Models | 10:30 - 11:00 am |
| Speaker 2: Kin Wai CHAN | Estimator of Asymptotic Covariance Matrix in Non-stationary Time Series | 11:00 - 11:30 am |
| Speaker 3: Lilun DU | Dynamic Tracking and Screening in Massive Datastreams | 11:30 - 12:00 pm |
| Lunch Break | 12:00 - 2:00 pm |
| 2nd Session (Chair: Gavin FENG) | |
| Speaker 4: Liyuan CUI | A Machine Learning Approach to Estimating Large Positive Definite Covariance Matrix of High Frequency Data | 2:00 - 2:30 pm |
| Speaker 5: Dave RAPACH | The Rise and Fall of the Carry Trade: Links to Currency Return Predictability | 2:30 - 3:00 pm |
| Speaker 6: Zhonghao FU | Estimation and Testing Distributional Changes via Characteristic Function | 3:00 - 3:30 pm |
| 2nd Coffee Break | 3:30 - 4:00 pm |
| 3rd Session (Chair: Alan WAN) | |
| Speaker 7: Yuying SUN | Model Averaging for Interval-valued Data | 4:00 - 4:30 pm |
| Speaker 8: Jun LIAO | Frequentist Model Averaging for the Nonparametric Additive Model | 4:30 - 5:00 pm |
| Speaker 9: Wenhao WANG | A Jackknife Model Averaging Analysis of RMB Misalignment Estimates | 5:00 - 5:30 pm |
| Closing Remarks | | 5:30 - 5:35 pm |
