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The Cambridge-INET Institute - continuing as the Janeway Institute

 

Skewness, Heavy Tails, Market Crashes, and Dynamics Workshop

The Cambridge INET Institute are holding a Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics at Winstanley Lecture Theatre, Trinity College, 28th - 29th April 2014

Organised by: O. Linton and E. Renault

Venue: Winstanley Lecture Theatre, Trinity College, University of Cambridge

Event Date: Monday 28th April 2014 - Tuesday 29th April 2014

Time: 09:00am - 05:00pm

Organizing Committee:
Wolfgang Härdle
Andrew Harvey
Jonathan Hill
Rustam Ibragimov
S. Koopman
P. Mykland
A. McNeil
Mark Salmon
Stefan Mittnik
Svetlozar Rachev
Allan Timmermann
Zhijie Xiao

Speakers:
Paul Embrechts (ETH - Zurich)
Eric Ghysels (UNC- Chapel Hill)
Andrew Harvey (University of Cambridge)
Peter Christoffersen (Toronto)

Event Website

Poster:


Tags:

Heavy Tails

Markets

Dynamics

Theme: empirical