Conference on Extreme Dependence in Financial Markets
The conference will present an overview of new theoretical and empirical papers on all aspects of (extreme) dependence. Topics relevant to the conference include new advances in analyzing and modelling (time-variation in) extreme dependence, as well as the consequences of extreme dependence for risk management, asset allocation and asset pricing. It consists of a limited number of paper presentations with designated discussants and ample opportunity for discussion and interaction.
|Deadline Call for Papers:||2011-01-03|
|Organizers:||Econometric Institute of Erasmus University Rotterdam|
Erik Kole (kole at ese.eur.nl) Dick van Dijk (djvandijk at ese.eur.nl) Elli Hoek van Dijke, local arrangements (hoekvandijke at ese.eur.nl)
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G1 - General Financial Markets|
|Event type:||Konferenzen, Tagungen; Conferences|