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Econometric Institute of Erasmus University Rotterdam

Dates:
March 18-18, 2011
Description:
Conference on Extreme Dependence in Financial Markets
Location:
Rotterdam, Netherlands
Subject:
The conference will present an overview of new theoretical and empirical papers on all aspects of (extreme) dependence. Topics relevant to the conference include new advances in analyzing and modelling (time-variation in) extreme dependence, as well as the consequences of extreme dependence for risk management, asset allocation and asset pricing. It consists of a limited number of paper presentations with designated discussants and ample opportunity for discussion and interaction. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://people.few.eur.nl/kole/eicd.html

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