Saturday, March 8, 2014

Upcoming SoFiE Conference:
Skewness, Heavy Tails, Market Crashes, and Dynamics

The deadline for the upcoming SoFiE sponsored conference on extreme risks is next week.

Date: April 28 & 29, 2014
Submission Deadline: March 15, 2014
Location: Cambridge, UK

Topics include:
  • Estimation and inference in dynamic asset pricing models 
  • Characterization of financial risk in the presence of skewness and fat tails 
  • Modelling Bubbles and Crashes 
  • Multivariate non-Gaussian densities 
  • Measures of dependences – co-skewness 
  • Conditional Skewness Models 

Invited Speakers

Paul Embrechts (ETH Zürich), Andrew Harvey (Cambridge), Eric Ghysels (UNC - Chaple Hill), Peter Christoffersen (Toronto)

Program Chairs

O. Linton and E. Renault

Submissions

Papers can only be submitted electronically via e-mail to sonnet@econ.cam.ac.uk, with the subject line “SoFiE Fac 2014 Submission” and must consist of a single PDF file. No other formats will be accepted. Submissions must be received by March 15, 2014.

More details are available on the conference website.





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