The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

The conference will showcase the latest advances in financial econometrics, with special emphasis on the new technological developments in finance and econometric methods for Fintech and machine learning. The conference also intends to foster the dialogue between academics and practitioners on...