RFE: Conference Listings
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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 ModelsSession III.- Liquidity Risk and Housing Price Dynamics- Liquidity, Competition and Price Discovery in the European Corporate Bond Market- Volatility Estimation Under Endogeneous Microstructure NoiseSession IV.- Pricing Growth-Rate Risk- New Testing Approaches for Mean-Variance Predictability- Extreme Events Implied by Equity Index OptionsPanel 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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