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Centre for Econometric Analysis, Faculty of Finance, Cass Business School

Dates:
December 04-05, 2009
Description:
Conference on Factor Models in Economics and Finance
Location:
London, Cass Business School, United Kingdom
Subject:
Recent years have seen an increasing use in economics and finance of models employing large datasets, involving the estimation of large number of parameters. The severe computational problems that these models involve have partly motivated the huge body of contributions on stationary and non stationary panel data econometrics, and the important developments in financial econometrics to address the curse of dimensionality in modelling and testing financial volatility and risk. We encourage the submission of original papers (both theoretical and empirical) which will help to conduct estimation, testing and forecasting when large datasets are available. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.cass.city.ac.uk/conferences/Chicago_London/Conference3/index.html

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