Event Details

Financial Econometrics Conference organised by the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP), the Department of Accounting and Finance and the Department of Economics at Lancaster University Management School

The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP), the Department of Accounting and Finance and the Department of Economics at Lancaster University Management School invite the submission of papers in the field of financial econometrics and closely related fields. Topics include but are not limited to

• high-frequency econometrics
• market microstructure
• forecasting
• asset pricing and investments
• risk-neutral density estimation
• fintech and blockchain
• cryptocurrencies
• climate econometrics
• volatility modelling
• artificial intelligence and machine learning
• factor models
• term structure models
• risk modelling
• real-time detection of extreme market events
• options and derivatives modelling
• multivariate and high-dimensional time series modelling

The Lancaster Financial Econometrics Prize (GBP 1,000) will be awarded to the best paper at the conference.

Closing Date for Paper Submission: 1st of December, 2026

Papers (PDF) should be uploaded via Qualtrics Forms. Prior to completing the form, please follow this payment link to pay the paper submission fee of £30. Once payment has been made, please include your payment reference number in the first box of the Qualtrics Form.

The paper submission fee is £30.

Please include all requested contact information for all your co-authors.

The conference is 100% in-person at Lancaster University without online sessions.

Organising Committee

Marwan Izzeldin, Olga Kolokolva, Ingmar Nolte, Sandra Nolte, Efthymios Pavlidis, Manh Pham, Vikas Raman, Mark Shackleton, Stefano Soccorsi, Stephen Taylor, Shifan Yu