Because of the health situation, the conference is cancelled.

Cofrence Progam: - Inference on the Tail Process with Application to Financial Time Series Modelling, - Testing the Eigenvalue Structure of Integrated Covariance with Applications, - A Factor Model for Systemic Risk Using Mutually Exciting Jumps, - Realized SemiCovariances: Looking for Signs of...

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...

Developing and transition economies will be increasingly concerned with environmental and natural resources management issues; they will have to solve a three-fold challenge: a better environment, good economic performances and poverty reduction as targeted by the Millennium Development Goals....

- Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies - Modelling volatility and correlation - Risk analysis...