The conference will provide a forum for the presentation and exchange of research results and practical experiences within the fields of computational and financial econometrics, empirical economics, time-series and cross-section statistics and applied mathematics. The conference programme will...

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...

The conference will provide a forum for the presentation and exchange of research results and practical experiences within the fields of computational and financial econometrics, empirical economics, time-series and cross-section statistics and applied mathematics. The conference programme will...