The School of Business at Örebro University and Kommuninvest are arranging a two-day workshop on financial econometrics. The workshop will cover a broad range of topics in financial econometrics, both theoretical and empirical. These include, but are not restricted to:
• Return predictability
• Interest rate modelling
• Volatility and risk modelling
• Non-Gaussian models in finance
• Bayesian econometrics
Professor Peter Reinhard Hansen, University of North Carolina, Chapel Hill
The number of conference participants will be limited in order to stimulate the exchange and discussion of new ideas. The papers presented at the workshop will be chosen based on a review process. We encourage submissions of research at an early stage since such work typically will benefit most from open and informal discussion.
The submission deadline is the 15th of August. Send papers in pdf format to firstname.lastname@example.org. By the 31st of August, we will let you know if your paper is accepted for presentation.
The workshop is free of charge but participants are expected to cover their own travel and accommodation expenses. Limited funds are available for travel expenses (by application).
The conference will take place at Elite Stora Hotellet in the centre of Örebro.
Örebro University, School of Business and Kommuninvest
15th of August: Deadline for manuscript submission
31st of August: Notification if paper has been accepted
14th of October: Deadline for registration
If you have questions, send an email to the organizers from Örebro University, email@example.com. Further information will be posted on the workshop website https://www.oru.se/hh/finecon-2019.