The scope of the conference will be to present the most recent research on multivariate volatility modelling, including applications to risk management, portfolio choice and betas. We welcome papers related to the econometric and statistical modeling of large sets of assets, multivariate series...

The aim of this conference is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques in fields like econometrics, time series, finance, environmental sciences, biometrics, spatial analysis, among others. The meeting will provide a varied and...

The aim of the conference is to bring together scientists, both economists and physicists, interested in problems in economics and finance. A wide range of topics has been covered including, for example, analysis of time series, option pricing, agent models and game theory. Scope It is now...

This year's Summer School is a three day course for PhD students and academics, working in the fields of Macroeconomics and Policy Analysis. This course introduces the major policy questions of macroeconomics and presents macroeconomic models to assist policy development. An emphasis will be...