Conferences
14–16 March 2013, Berlin, Germany
3rd Humboldt–Copenhagen Conference on Financial Econometrics
The “3rd Humboldt–Copenhagen Conference on Financial Econometrics” will take place on March 14-16 2013 in Berlin. This is the third conference in a series organized by the Center of Applied Statistics and Economics (C.A.S.E.) at Humboldt-Universität zu Berlin and the Department of Economics of University of Copenhagen, in collaboration with CREATES, Aarhus University. The series was successfully launched in 2009 with meetings to be held every two years alternating between Berlin and Copenhagen. The aim of the conference is to bring together leading experts and practitioners in financial econometrics, statistics, quantitative economics as well as applied financial mathematics.
The conference aims at presenting and discussing recent topics in financial econometrics such as (but not exclusive):
- Estimation and prediction of volatility and correlation
- Asset pricing and valuation
- Estimation of default risk
- High-frequency finance and market microstructure analysis
- Systemic risk and contagion
- Estimation and prediction of liquidity
- Term structure modelling
- Financial time series analysis
