Volatility and Systemic Risk - The Society for Financial Econometrics
The focus of the conference is to understand both economically and statistically the dramatic movements in volatilities and correlations experienced in global financial markets since Sept 2008. Some of these financial market risks we now know were systemic and the conference will showcase new research on both statistical and economic measures of systemic risk. Such measures are potentially important inputs to the new regulatory environment. The conference will emphasize academic, regulatory and practitioner points of view.
|Organizer:||The Society for Financial Econometrics SoFiE Volatility Institute at New York University Stern School of Business|
|Conference venue:||New York City, New York, NYU|
|Classification:||C0 - Mathematical and Quantitative Methods. General ; G1 - General Financial Markets|
|Event type:||Konferenzen, Tagungen; Conferences|
Persistent link: https://www.econbiz.de/10005877082