Wednesday 29 March 2023, 8:30am to Friday 31 March 2023, 5:00pm
VenueLancaster University Management School - Lecture Theater 1, Lancaster, LA1 4YX
Open toAlumni, External Organisations, Postgraduates, Public, Staff
RegistrationCost to attend - booking required
Register via our Conference Website here.
Ticket PricePhD Student Registration - £100 Academic registration - £200 Practitioner registration - £450 Additional Conference Dinner for non-attendees (partners) - £65
Financial Econometrics Conference - To mark Stephen Taylor's Retirement.
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.
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.
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
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