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Humboldt-Copenhagen Conference 2013


::: Recent Developments in Financial Econometrics :::

14 - 16 March 2013, Berlin, Germany
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THE CONFERENCE


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-Universitšt 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

INFORMATION FOR POSTER PRESENTATION

For all participants preparing a poster, we recommend to use DIN A1 size (594mm x 841mm) to ensure a uniform layout at the presentation.
The maximum size should not exceed 970mm x 1170mm.



CONFERENCE DINNER IN HISTORICAL ATMOSPHERE

We invite you to our conference dinner including a guided tour at the Museum of Natural Science in Berlin on March15, 2013.

Photo: Museum of Natural Science Berlin

PAPER SUBMISSION

The submission deadline was November 1st, 2012
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CONFERENCE CHAIRMEN

Nikolaus Hautsch, Humboldt-Universitšt zu Berlin

Anders Rahbek, University of Copenhagen