Örebro University and Kommuninvest workshop "Financial Econometrics"

The School of Business at Örebro University and Kommuninvest are arranging a two-day workshop on financial econometrics. The workshop will cover a broad range of topics in financial econometrics, both theoretical and empirical. These include, but are not restricted to:

  • Return predictability
  • Interest rate modelling
  • Volatility and risk modelling
  • Non-Gaussian models in finance
  • Bayesian econometrics