Multivariate Modelling in Finance and Risk Management MMF 2006
The increased availability of high-frequency data has lead to important new developments in the measurement, modelling and forecasting of volatility and risk premia, with profound implications for portfolio analysis, hedging and trading, and risk management decisions.
The conference will focus broadly on theoretical and empirical contributions in these areas.
Event dates: | 2006-06-16 – 2006-06-18 |
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Application deadline: | 2006-05-01 |
Deadline Call for Papers: | 2006-06-01 |
Organizer: | |
Country: |
Denmark
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Conference venue: | Sønderborg |
Contact: |
Kirsten Stentoft
Dept. of Economics
University of Aarhus
Building 322, DK-8000 Aarhus C, Denmark
e-mail: kstentoft@econ.au.dk
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Classification: | G1 - General Financial Markets |
Language: | English |
Event type: | Konferenzen, Tagungen; Conferences |
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