The 2nd Days of Econometrics for Finance
Rabat, December 18-19, 2015
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The 2nd Days of Econometrics for Finance Conference[1], hosted by Mohammed V University and organized by the Faculty of Law, Economics and Social Sciences (Souissi) in Rabat, aims to bring together academics, practitioners and policymakers sharing interest in econometric modeling for finance. It provides a forum for presenting new research results as well as discussing current and challenging issues in econometric modeling and related topics. The 2nd Days of Econometrics for Finance (JEF’2015) will take place on 18-19 December 2015 in Rabat, the capital of Morocco.
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Important Dates
· Extended deadline for submission: October 20, 2015
· Notification to authors: November 20, 2015
· Deadline for registration: December 10, 2015
· Conference event: December 18-19, 2015
Sponsors
Organizer
Keynote Speakers
Professor Luis Alberiko Gil-Alaña, University of Navarra, Spain
TITLE OF THE TALK: FRACTIONAL INTEGRATION AND COINTEGRATION IN FINANCIAL TIME SERIES DATA
Professor Luis Alberiko Gil-Alaña is a Faculty Fellow of the Navarra Center for International Development and a full Professor of Econometrics and Quantitative Methods in the School of Economics and Business Administration at the University of Navarra. He completed his Ph.D. at the London School of Economics, in 1997, in the area of Econometrics and Quantitative Methods. He obtained the Ely Devons prize in Econometrics at the LSE in 1993. He has also been researcher at the European University Institute, the London Business School and the Humboldt Univesität zu Berlin. He has published extensively in theoretical and applied econometrics and also in macroeconomics with an emphasis on financial economics. Most recently he has published in the International Journal of Finance and Economics, Journal of Banking and Finance, Journal of Time Series Analysis, Journal of Forecasting, Theoretical and Applied Climatology, Energy Economics, Resources Policy, Annals of Tourism Research and the Journal of International Development.
Professor Jean-Marc Bardet, Université Paris 1 - Panthéon-Sorbonne, France
Title of the Talk: OFFLINE AND ONLINE MULTIPLE CHANGE DETECTION FOR CAUSAL TIME SERIES
Jean-Marc Bardet is a full professor of applied mathematics in University Paris 1-Panthéon-Sorbonne since 2003. He completed his Ph.D. at the University Paris Sud-Orsay in 1997 under the supervision of D. Dacunha-Castelle. He also was an assistant professor in University Toulouse 3. His main thematics of research is "limit theorems, statistics and applications for time series and stochastic processes". He has published several articles in Annals of Statistics, Bernoulli, Stochastic Processes and Applications, Electronic Journal of Statistics, Journal of Time Series Analysis, Journal of Multivariate Analysis,...
[1] The conference languages will be English and French.
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