Theme: “The Econometrics of Derivatives Markets” Topics for the Summer School: - Introduction to Financial Market Volatility Estimation and Modeling - Review of High-Frequency Econometrics for Financial Data - Analysis of Risk Premiums in Continuous-Time Models - Econometrics for Parametric...

Summer School Theme: "The Econometrics and Asset Pricing of Foreign Exchange Markets" Topics : - Overview of Empirical FX Market Microstructure literature on Price Discovery, Order Flow, Liquidity, and Volume; - Description and Discussion of Rationale for the Breakdown of the Covered Interest...

The NBER-NSF Conference is part of the Conference on Econometrics and Mathematical Economics (CEME) funded by the NSF and administered by the NBER. The objective is to foster the exchange of ideas between economists and statisticians with interests in analyzing economic time series.

All topics in financial econometrics are acceptable, but with some preference given to topics that are in line with the theme of the summer school. Topics: - The econometrics of parametric option pricing inference under alternative asymptotic settings (large and short time spans, large and short...

A distinguished group of presenters and discussants will address topics of special interest to plan sponsors, foundations, endowments and sovereign wealth funds. Risk Managers, Portfolio Managers, Pension Managers, Senior Executives of Financial Firms, Plan Sponsors, Endowments, Finance...

The JAE invites papers that apply economic analysis to further our understanding of accounting phenomena. We encourage researchers (both within and outside accounting) to address new, unexplored accounting-related topics, to apply emerging theories or empirical methods, and to challenge...

The Utah Winter Business Economics Conference brings together top scholars in business-related fields of economics.