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The First International Workshop in Financial Econometrics will be held on 13th, 14th, and 15th of October, 2013, at Sehrs Natal Grand Hotel, Natal, Rio Grande do Norte, Brazil. The workshop has been organized by Asger Lunde (CREATES, Aarhus University) and Marcelo C. Medeiros (Department of Economics, PUC-Rio).

The organizers acknowledges the partial financial support from CNPQ/Brazil and the project entitled "Stochastic and Econometric Analysis of Commodity Markets" funded by Aarhus University Research Foundation. The support from the Department of Economics at the Pontifical Catholic University of Rio de Janeiro (PUC-Rio) is also gratefully acknowledged.

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