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|
|Deadline Call for Papers:||2006-06-01|
|Organizers:||University of Aarhus|
Kirsten Stentoft Dept. of Economics University of Aarhus Building 322, DK-8000 Aarhus C, Denmark e-mail: firstname.lastname@example.org
|Classification:||G1 - General Financial Markets|
|Event type:||Konferenzen, Tagungen; Conferences|