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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...
Created in cooperation with RFE-Resources for Economists of the American Economic Association (AEA)