Workshop: Forecasting and Financial Markets
Date: Friday, 10 June 2016
This one-day workshop brings together a group of leading international researchers in (financial) econometrics to discuss new developments in forecasting and the analysis of financial markets. It is intended as a meeting place for both theoretical as well as applied researchers in academia and professional organizations who work on the theme of the conference. The workshop covers a wide range of topics ranging from new methods to forecast covariance matrices and monitor forecast performance to selecting hedge fund managers and evaluating investment portfolios. In order to stimulate the interactive component of the workshop, every paper is discussed by an assigned discussant. The keynote speaker is Allan Timmermann (Rady School of Management, UC San Diego).
Rady School of Management, UC San Diego
- Fabio Trojani
University of Geneva
- Barbara Rossi
Universitat Pompeu Fabra
- Kevin Sheppard
University of Oxford
- Rogier Quaedvlieg
- Marno Verbeek
RSM-Erasmus University Rotterdam
- Bart Diris
Econometric Institute-Erasmus University Rotterdam
Erasmus University Rotterdam, Woudestein Campus
Van der Goot building, M2-11
For academic participants there is no fee, but registration is necessary. Please fill out the online registration form. A fee may be charged for non-academic participant, please contact us by email eb-secr@. Deadline for registration is June 1, 2016. The maximum number of participants for the workshop is 50. Registration to the ese.eur.nlEconometric and Tinbergen Institutes Lectures Series 2016 by Allan Timmermann also covers the registration for this workshop.
Participants are kindly requested to book their hotel themselves. Hotel Novotel Rotterdam Brainpark is within walking distance of the Woudestein Campus. Hotel Emma is located at the city center and is easily accessible by public transport. You can find more information here.
- Bart Diris
- Dennis Fok
- Philip Hans Franses
For more information please contact Anneke Kop at firstname.lastname@example.org