Örebro University School of Business

Program

Workshop Venue

All the sessions will be held on-line using Zoom.
See pdf version of program for the Zoom links.

Monday, Nov 15

08:55 – 09:00	Welcome
09:00 – 10:30	Session 1: Forecasting
10:30 – 10:40	Break
10:40 – 11:40	Keynote Lecture Prof. Barbara Rossi
11:40 – 12:40	Lunch
12:40 – 14:10	Session 2: Identification
14:10 – 14:30	Break
14:30 – 16:00	Session 3: Portfolio theory
16:00 – 16:10	Break
16:10 – 16:40	Parallel discussion sessions Forecasting, Identification, Portfolio theory (in break-out rooms using the Zoom session for the day)

Tuesday, Nov 16

09:00 – 11:00	Session 4: Bayesian Econometrics
11:00 – 11:20	Break
11:20 – 12:20	Session 5: Financial Econometrics
12:20 – 13:20	Lunch
13:20 – 14:20	Keynote Lecture Prof. Dick van Dijk
14:20 – 14:30	Break
14:30 – 16:00	Session 6: Tail risk
16:00 – 16:10	Break
16:10 – 16:40	Parallel discussion sessions Bayesian Econometrics, Financial Econometrics, Tail risk (in break-out rooms using the Zoom session for the day)
16:40 – 16:50	Concluding Remarks

Time for presentations:

· Length of a keynote talk is 60 minutes, including discussion.

· Length of a contributed talk is 30 minutes, leaving at least 5 minutes for discussion.