Introduction to Financial Market Volatility Estimation and Modeling Review of High-Frequency Econometrics for Financial Data Analysis of Risk Premiums in Continuous-Time Models Econometrics for ...

Financial econometrics is a dynamic discipline that applies advanced statistical and econometric methods to the analysis of financial markets. It integrates time series, panel data and cross‐sectional ...

This course is compulsory on the MRes/PhD in Finance. This course is available as an outside option to students on other programmes where regulations permit. Optional on MRes/PhD Economics. The Lent ...

Bryan Kelly, an internationally recognized scholar in financial economics whose research explores machine learning in finance and economics, has been appointed the Frederick Frank ’54 and Mary C.

The editorial board for these annual series is made up of Professors Torben G. Andersen (Northwestern), Luc Bauwens (Catholic University of Louvain), Francis X. Diebold (University of Pennsylvania, ...

Statistica Sinica endeavors to meet the needs of statisticians faced with a rapidly changing world. It publishes significant and original articles that promote the principled use of statistics along ...