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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
Application deadline: 2006-05-01
Deadline Call for Papers: 2006-06-01
Organizer:
University of Aarhus
Country: Denmark
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
Classification: G1 - General Financial Markets
Language: English
Event type: Konferenzen, Tagungen; Conferences

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