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Institut D'Economie Industrielle (IDEI, Toulouse)

May 15-16, 2009
Financial Econometrics Conference - Institut D'Economie Industrielle (IDEI, Toulouse)
Toulouse, Universit? Toulouse 1, Manufacture des Tabacs, France
Session I. - Volatility in Equilibrium: Asymmetries and Dynamic Dependencies - Inference on Sets in Finance - How Useful are No-Arbitrage Restrictions for Forecasting the Term Structure of Interest Rates? Session II. - High Frequency Statistics with Irregularly Spaced Observations - Dissecting the Market Pricing of Equity and Bond Return Variance via Corridor-Implied Volatility - Risk Premium Accounting in Macro-Dynamic Term Structure Models Session III. - Liquidity Risk and Housing Price Dynamics - Liquidity, Competition and Price Discovery in the European Corporate Bond Market - Volatility Estimation Under Endogeneous Microstructure Noise Session IV. - Pricing Growth-Rate Risk - New Testing Approaches for Mean-Variance Predictability - Extreme Events Implied by Equity Index Options Panel Session on \Extreme Events and Correlations: Current and Future Models" Session VI. - Efciency in Large Dynamic Panel Models with Common Factors - Hedge Funds Durations : Endogeneity of Performance and Assets under Management - Bandwidth Selection for Continuous Time Markov Processes - Systematic Risk and Information Flows -Session VII. - Testing Whether Jumps Have Finite or Ininite Activity - Nonparametric Tests for Analyzing the Fine Structure of Price Fluctuations - Expected Value Models: A New Approach [gem?_?? den Informationen des Anbieters - according to site editor's information]
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