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Workshop - Skewness, Heavy Tails, Market Crashes, and Dynamics (28 - 29 April)

When Apr 28, 2014 09:00 AM to
Apr 29, 2014 05:00 PM
Where Winstanley Lecture Theatre, Trinity College, University of Cambridge
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Cambridge-INET Institute

and

SoFiE (Society for Financial Econometrics)

 

Confirmed Speakers:

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

 

Program Co-Chairs:

O. Linton and E. Renault

 

Program 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

 

Poster:



For details and registration see the event Home Page >>