This course introduces topics from research in financial time series econometrics. For each topic, econometric methods are discussed and illustrated by empirical applications. After completion of the course the student will have obtained a fundamental knowledge of central econometric modeling as...

Members and friends of the European Finance Association are welcome to submit research papers to be considered for presentation at the 2012 Annual Meetings. Papers on any topic related to finance will be considered.

We encourage PhD students to submit completed drafts of one of their single-authored PhD papers, or well-defined and detailed research proposals. Submitters are welcome to add one or two additional page(s) raising the conceptual and methodological problems they face at the current stage of their...