All researchers in finance are invited to hear and present in English the latest research in all areas of finance. These areas include : asset pricing, behavioural finance, corporate finance, corporate governance, derivatives, emerging markets, financial institutions, finance theory, market...

Modelling and testing for structural changes and persistence in economics and finance has been an important research topic in time series econometrics, with noticeable recent developments in panel data. Related issues are the concepts bi- and multi-power variation and co-jumping in financial...

Sessions: - What is Islamic Economics (incl. subtopic Principles of Islamic Monetary and Fiscal Policies) - Islamic Financial System in Comparison to Conventional Financial System (incl. subtopic Comparative Analysis of Islamic Financing vis-à-vis Conventional Financing) - Main Islamic Modes of...

L’objet de cette cinquième journée d’économétrie organisée à l’Université Paris X – Nanterre est de rendre compte de tels développements en permettant à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent...

The areas of interest will be as usual: - Portfolio management and optimization; - Asset pricing model; - Pricing of derivatives securities; - Multicriteria decision making in finance; - Modelling volatility and correlation; - International finance; - Corporate finance; - Risk management -...

Papers may be submitted in any area of finance relevant to investment management including, but not necessarily confined to: • Asset allocation and stock selection models • Trading rules and program trading methods • Asset pricing and factor models • Derivatives • Applied financial...

The website is no longer available.

The goal of this 3 day workshop will be to gather researchers involved in this field in order to: - discuss recent advances in the field - create links between researchers working on various facets of these models - provide a platform for young researchers working in this field, and - point to...

Course Sequences Econometrics: Introduction to Regression, Theory of Regression, Introduction to Time Series, Analysis of Time Series Data, Pooled Time-Series Cross-Section Analysis, Survival Analysis, Maximum Likelihood and Limited Dependent Variable Models, Time Series: Application and...

This course will present an advanced treatment of econometric principles for cross-sectional, panel (or longitudinal), and time-series data sets. While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalised methods...