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Non- and Semiparametric Volatility and Correlation Models
DFG / University of Paderborn, Germany Paderborn - Germany 24th July 2014 - 26th July 2014
This workshop aims to summarize the development and application of non- and semiparametric volatility and correlation models in the last decade, to provide a forum for researchers to exchange their current results and to discuss the frontiers of future research in this sub-area of financial econometrics. It should also provide a platform for young researchers to present their own research results and to learn about the state of the art in this context.