Conference on multivariate volatility modelling
The scope of the conference will be to present the most recent research on multivariate volatility modelling, including applications to risk management, portfolio choice and betas. We welcome papers related to the econometric and statistical modeling of large sets of assets, multivariate series including point processes and Levy processes, copulas, value-at-risk, quantiles, and extremal distributions, as well as their applications to risk assessment and management, asset pricing, portfolio management and other financial topics of interest.
|Event dates:||2007-10-26 – 2007-10-27|
|Deadline Call for Papers:||2007-05-15|
|Organizer:||Faculty of Economics, University of Algarve Journal of Financial Econometrics|
MVM Conference Organising Committee Faculty of Economics University of Algarve Campus de Gambelas 8005-139 FARO, Portugal Tel. (+351) 289 819025 Fax (+351) 289 815937 E-mail:firstname.lastname@example.org
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G0 - Financial Economics. General|
|Event type:||Konferenzen, Tagungen; Conferences|