[Forum SIS] International workshop - Frontiers in Time Series Analysis with Applications to Economics and Finance

[Michele La Rocca]

International Workshop

Frontiers in Time Series Analysis with Applications to Economics and Finance

September 19, 2013

Department of Economics and Statistics, University of Salerno

Department of Political Sciences, University of Naples Federico II

 
The aim of the workshop is to bring together contributions from researchers working on the analysis of financial and economic time series in order to give an overview of the most recent developments in this field. The scientific program of the workshop (available here) includes five seminar style presentations from well known top researchers and a lunch-time poster session.

Anybody interested in the presentation of a poster can contact Michele La Rocca (larocca at unisa.it) or Giuseppe Storti (storti at unisa.it) for further details.

 
Invited Speakers

Luc Bauwens, Université Catholique de Louvain. "Bayesian inference for a state space model on the Stiefel manifold"
Giampiero Gallo, Università di Firenze. "Regimes and Components in Volatility Modeling"
Wolfgang Haerdle, Humboldt-Universitat zu Berlin. "CoVar with very high dimensional risk factor"
Christian Hafner, Université Catholique de Louvain. "A new approach to multivariate volatility modelling"
Soren Johansen, University of Copenhagen and CREATES. "Likelihood inference for a vector autoregressive model for fractional and cofractional processes"
 
The participation to the workshop is free. For organizational purposes, participants are kindly invited to register using the registration form. A link at the home page of the workshop is available here. 

 
VENUE:
Room "G. De Rosa" - building "Scienze Politiche"
University of Salerno - Campus of Fisciano
Via Giovanni Paolo II, 132
84084 Fisciano (SA), Italy 


CONTACT INFORMATION:
Michele La Rocca: larocca at unisa.it
Giuseppe Storti: storti at unisa.it 
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