[Forum SIS] SiDE Postgraduate Course - Financial Time Series and High-Frequency Econometrics

[Alessandra AMENDOLA]

Dear all,

Applications are now open for the SiDE Postgraduate Course:

*Financial Time Series and High-Frequency Econometrics* (Bertinoro, 15 - 20
June 2020)

(https://www.side-iea.it)

The aim of the course is to provide the fundamentals of Financial Time
Series modelling and forecasting with particular reference to recent
developments in High-frequency econometrics, Portfolio construction and
optimization, Evaluation of volatility forecast and Risk management.
Lectures are associated with working sessions in R and Matlab.

*Instructors*: Alessandra Amendola (University of Salerno), Vincenzo
Candila (Sapienza University of Rome), Massimiliano Caporin (University of
Padua), Walter Distaso (Imperial College London and University of Messina).

*Organization*: The postgraduate courses organized by the Italian
Econometric Association (SIdE) welcomes master students, PhD students and
researchers who are interested in learning state-of-the-art and recent
developments in the field.

The module will last one week and will be held in the University
Residential Centre, Via Frangipane 6, 47032 Bertinoro (FC). Participants
will be hosted in the Centre guest quarters. The registration fees include
full accommodation.



*Further information*:

For further information on the program, applications, deadlines, venue,
etc. visit the SiDE courses web site:
https://www.side-iea.it/events/postgraduate-courses



Apologies for cross-posting.

The coordinators

Alessandra Amendola       Giuseppe Storti

-- 

*__________________*

*Alessandra Amendola*
Professor of Statistics

*Dipartimento di Scienze Economiche e Statistiche (Dises) *(*Department of
Economics and Statistics)*   Università di Salerno <http://www.unisa.it/>

Via Giovanni Paolo II, 132 | 84084 Fisciano (Salerno), Italy

email:alamendola at unisa.it
Personal Web-Page
<https://docenti.unisa.it/003219/home>
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