Financial Econometrics Conference to mark Stephen Taylor's Retirement
Wednesday 29 March 2023, 8:30am to Friday 31 March 2023, 5:00pm
Venue
Lancaster University Management School, Lancaster, United Kingdom, LA1 4YXOpen to
Alumni, External Organisations, Postgraduates, Public, StaffRegistration
Cost to attend - booking requiredRegistration Info
Registration opens soon here:
Ticket Price
PhD Student Registration - £tbc Academic registration - £tbc Practitioner registration - £tbc Additional Conference Dinner for non-attendees (partners) - £65Event Details
Financial Econometrics Conference
To celebrate Stephen Taylor’s lifetime achievements in the area of Financial Econometrics and to mark his retirement, which according to the picture he thoroughly enjoys, the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) and the Department of Accounting and Finance at Lancaster University Management School invite the submission of papers in all areas of financial econometrics.
Confirmed Keynote Speakers
- Torben Andersen, Northwestern University
- Kim Christensen, Aarhus University
- Neil Shephard, Harvard University
Closing Date for Paper Submission: 15th December 2022
Papers should be submitted in electronic form (pdf) via email to emp@lancaster.ac.uk. Please include your contact information and affiliation.
Download our Call for Papers
Organising Committee
Seok Young Hong, Ingmar Nolte, Sandra Nolte, Manh Pham, Mark Shackleton
Speakers
Aarhus University
Kim Christensen acquired his PhD from Aarhus School of Business, Aarhus University in 2007. His research interests include financial econometrics, particularly the modelling of financial market volatility. He has published in Journal of Econometrics.
Harvard University
Neil Shephard’s broad research interests are in econometrics, finance and statistics, with a particular focus on financial econometrics. He has made significant advances in developing simulation based inference methods for online learning and has contributed methods to allow the mainstream use of high frequency financial data in economics. He joined the Harvard faculty in 2013 as Professor of Economics and of Statistics, holding the position equally between the Economics Department and the S
Northwestern University
Torben G. Andersen is the Nathan S. and Mary P. Sharp Professor of Finance. He joined the faculty in 1991 and is a Faculty Research Associate of the National Bureau of Economic Research (NBER) and an International Fellow of the Center for Research in Econometric Analysis of Economic Time Series (CREATES) in Aarhus, Denmark. In addition, Professor Andersen was elected Fellow of the Econometric Society in 2008, and Fellow of the Society for Financial Econometrics, SoFiE, in 2013, Fellow of the Soc
Contact Details
| Name | Teresa Aldren |
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