The 8th Days of Econometrics for Finance (JEF'2021) Organizing Committee is pleased to announce the organisation of the JEF'2021 international Workshop on March 5-6th, 2021 as a webinar version. The conference aims to bring together academics, practitioners and policymakers sharing interest in applied economics, financial econometrics and risk management. It provides a forum for presenting new research results as well as discussing current and challenging issues in econometrics and statistics for finance and other related topics. It is also an excellent avenue to obtain quality feedback and an important opportunity for networking among researchers, academics, consultants and industry executives working in finance and allied areas.

This 8th edition, including 4 plenary talks and a training course, will run over 2 days according to the following scientific program:

March 5th, 2021 (via Zoom, local time in Rabat (GMT+1))*

10h00 - 10h30: Registration and Opening Welcome

10h30-11h30: Andre Lucas, Vrije Universiteit, Amsterdam, The Netherlands 

11h30-12h30: Olivier Scaillet, University of Geneva, Switzerland 

15h00-15h30: Registration

15h30-16h30: Ingrid Van Keilegom, KU Leuven, Belgium 

16h30-17h30: Kamil Yilmaz, Koç University, Istanbul, Turkey  

 *Each plenary talk includes 15min of questions/discussion

March 6th, 2021 (via Zoom, local time in Rabat (GMT+1))

15h30-16h00: Registration

16h00-18h00: Training course by Nabil Tahani, Associate Professor of Finance at York University, Toronto, Canada.

The scientific program can be downloaded here in PDF format.

• The training course and the JEF'2021 Conference language will  be English.

Previous editions

  JEF 2020      JEF 2019    JEF 2018   JEF 2017   

  JEF 2016   JEF 2015   JEF 2014