Date: April 28 & 29, 2014
Submission Deadline: March 15, 2014
- 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 SpeakersPaul Embrechts (ETH Zürich), Andrew Harvey (Cambridge), Eric Ghysels (UNC - Chaple Hill), Peter Christoffersen (Toronto)
Program ChairsO. Linton and E. Renault
SubmissionsPapers can only be submitted electronically via e-mail to firstname.lastname@example.org, 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.