Call for papers
The unit of Statistics at the School of Business Örebro University is arranging a 2-days workshop on Financial Econometrics. The workshop will cover a broad range of topics in financial econometrics, both theoretical and empirical, including but not restricted to,
- Non-Gaussian models in finance
- Bayesian econometrics
- High-dimensional econometrics
- High-frequency econometrics
- Portfolio theory and optimization
- Volatility and risk modelling
The program will consist of two keynote speeches and paper presentations. Abstracts should be sent by email to no later than September 21, 2018 in a pdf format. Authors of selected papers will be notified by September 28, 2018.