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 finecon@oru.se no later than September 21, 2018 in a pdf format.  Authors of selected papers will be notified by September 28, 2018.