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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


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



For details and registration see the event Home Page >>