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Zeuthen Workshop on Financial Econometrics
December 8 - 9 2006
The Zeuthen workshop is linked to the Zeuthen Lectures which will be given by Professor Tim Bollerslev (Duke University). The workshop aims to bring together international scholars, to exchange ideas, and to discuss recent results in theoretical and empirical research. The workshop is a small-size workshop for invited speakers and presenters. It covers various topics in financial econometrics with particular focus on volatility modelling. Interested graduate students at the Department of Economics and the Department of Applied Mathematics and Statistics of the University of Copenhagen are particularly encouraged to attend. Researchers and students can attend the workshop upon registration.
Invited Speakers
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Professor Wolfgang Härdle, School of Business and Economics, Humboldt-Universität zu Berlin (link)
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Professor Neil Shephard, Nuffield College, University of Oxford (link)
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Professor Michael Sørensen, Department of Applied Mathematics and Statistics, University of Copenhagen (link)
Organizers
Secretary