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Faculty of Economics, University of Algarve; Journal of Financial Econometrics

Dates:
October 26-27, 2007
Description:
Conference on multivariate volatility modelling
Location:
Faro, Portugal
Subject:
The scope of the conference will be to present the most recent research on multivariate volatility modelling, including applications to risk management, portfolio choice and betas. We welcome papers related to the econometric and statistical modeling of large sets of assets, multivariate series including point processes and Levy processes, copulas, value-at-risk, quantiles, and extremal distributions, as well as their applications to risk assessment and management, asset pricing, portfolio management and other financial topics of interest. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.fe.ualg.pt

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