2nd Workshop on Financial Econometrics and Empirical Modeling of Financial Markets
The unprecedented changes in financial markets present a major task for econometric modeling. The increasing complexity of financial models requires equally sophisticated empirical methods. This workshop attempts to bring together researchers from different areas to address these challenges. We invite researchers to present their original work on related topics including, but not necessarily limited to, the following:
- Forecasting under model and parameter uncertainty
- Modeling exchange rates, monetary policy and stock markets
- Contagion and spillovers
- Bayesian modeling of financial markets
- Energy finance
Date and Venue:
The workshop will be held on May 3 and 4, 2018 at the Kiel Institute for the World Economy hosted by the Kiel Institute and the Institute for Quantitative Business and Economics Research (QBER).
Joscha Beckmann, Ruhr University of Bochum and Kiel Institute for the World Economy (email@example.com)
Robert Czudaj, Chemnitz University of Technology (firstname.lastname@example.org)
Stefan Reitz, University of Kiel and Kiel Institute for the World Economy (email@example.com)
Kamil Yilmaz, Koç University (CV)
Abstracts of papers or preferably full papers should be submitted electronically by February 23, 2018 using Conference Maker. Authors will be notified by no later than March 9, 2018.
To be announced.
The regular participation fee is €120 and €100 for PhD students. The fee covers access to all sessions as well as lunch and dinner.
For the program of the previous edition of the workshop see.