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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.

Summary

Company:

DFG / University of Paderborn, Germany

Location:

Paderborn, Germany

Education:

PhD/Doctorate

Start Date:

24th July 2014

End Date:

26th July 2014

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