Focus: Stochastic Volatility, Interest Rate Term Structure, Credit Risk, Pensions, Insurance, Portfolio Optimisation, Commodity and Emissions Trading and other areas of Quantitative Finance.

The Conference will take place jointly with the 6th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013). This conference invites oral and poster presentations that contain computational or financial econometric components. The organization of...

The Conference will take place jointly with the 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013). Topics includes, but not limited to: robust methods, statistical algorithms and software, high-dimensional data analysis, statistics for imprecise data,...

Theme: Econometrics of Mixed Frequency Data EC-squared is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym (EC)2 stands for European Conferences of the Econom[etr]ics Community. Its main aim is to maintain and...

The workshop is intended to bring together academics and practitioners to discuss recent developments in macroeconomics. We encourage contributions in all areas of macroeconomics, particularly those relevant to an open economy such as Australia. Attendance at the workshop is by invitation only.

Western economies have now suffered from five years of stagnation. Is this just another recession, albeit unusually severe, or has it been characterised by self-sustaining low-level equilibria or traps? We invite papers that may shed light on this question. We envisage that these may be drawn...

The topics of the workshop are Identification and Inference in Cross-Sectional, Panel Data, Nonlinear and Semi/Nonparametric Models.

Papers from the following research areas are invited: - Game Theory - Behavioral Economics - Evolutionary Dynamics - General Equilibrium Theory - Decision Theory - Mathematical Finance - Industrial Organization - Computational Economics - Social and Economic Networks - Monetary Economic -...

The workshop provides a platform to discuss new develop­ments in the field of empirical and applied macroeconomic modelling and aims at bringing together academic research­ers and practitioners. We invite applied and theoretical papers dealing with panel data, time series and business cycles,...