The main goal of this Workshop is to bring together senior and junior researchers in the fields of economics, behavioural studies, neuroscience and quantitative studies that investigate how people perceive risk and take decisions under uncertainty. The focus will be laid on: 1. New paradigms in...

Conference schedule: - Efficient Volatility and Covariation Estimation under Microstructure Noise - Locally Adjusted Multiplicative Error Models for Intraday Micro Forecasts - Quantifying Time-Varying Marginal Systemic Risk Contributions - Convex Order of Discrete Realized Variance and...