EC² is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym EC² stands for European Conferences of the Econom(etr)ics Community. Its main aim is to maintain and extend an adequate forum for both senior and junior...

Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.

Modelling and testing for structural changes and persistence in economics and finance has been an important research topic in time series econometrics, with noticeable recent developments in panel data. Related issues are the concepts bi- and multi-power variation and co-jumping in financial...

The workshop aims to bring together international scholars, to exchange ideas, and to discuss recent results in theoretical and empirical research. We particularly encourage young researchers to submit papers on all topics in the field of financial econometrics and empirical finance.

The aim of the workshop is to bring together academic researchers and practitioners to pro-mote and exchange ideas in the field of macroeconometric modelling.

L’objet de cette cinquième journée d’économétrie organisée à l’Université Paris X – Nanterre est de rendre compte de tels développements en permettant à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent...

This year's theme is “The integration of economic theory, econometrics and empirical work”

This year's regional meeting will have a Field Experiments theme. In addition to the usual program, John List and David Reiley are putting together a number of special sessions on field experiments, including a number of empirical researchers who do not usually attend ESA events.

Courses: - A primer in the estimation of dynamic macroeconomic models - Causal inference and public program evaluation - Company valuation - Panel data econometrics - Recent developments in international finance - The econometrics of risk and return