Vieco 2022
The “Vienna–Copenhagen Conference on Financial Econometrics” takes place June 2-4 2022 in Copenhagen.
It is jointly organized by the Department of Economics of the University of Copenhagen and the Department of Statistics and Operations Research of the University of Vienna.
The aim of the conference is to bring together leading experts and practitioners in financial econometrics, financial statistics, quantitative financial economics as well as applied mathematical finance.
We aim exclusively for an in-person meeting, with speakers, discussants, and session chairs attending on site.
Blockchain Technologies in Finance: Bruno Biais, HEC Paris
Financial Econometrics: Olivier Scaillet, GSEM, Université de Genève
Bootstrap Methods in Finance: Giuseppe Cavaliere, University of Bologna
Local organization
Nikolaus Hautsch, University of Vienna
Rasmus Søndergaard Pedersen, University of Copenhagen
Anders Rahbek, University of Copenhagen
Stefan Voigt, University of Copenhagen
Program Committee
Kim Christensen, Aarhus University
Peter Reinhard Hansen, University of North Carolina, Chapel Hill
Nikolaus Hautsch, University of Vienna
Siem Jan Koopman, VU Amsterdam
Dennis Kristensen, UCL, London's Global University
Albert J. Menkveld, VU Amsterdam
Nour Meddahi, Toulouse School of Economics
Heino Bohn Nielsen, University of Copenhagen
Rasmus Søndergaard Pedersen, University of Copenhagen
Anders Rahbek, University of Copenhagen
Rasmus Tangsgaard Varneskov, Copenhagen Business School
Stefan Voigt, University of Copenhagen
Michael Wolf, University of Zurich
Jean-Michel Zakoian, CREST