AMSE organizes the 7th QFFE event (Quantitative Finance and Financial Econometrics). The Spring School will be held on June 3-4, 2025 and the International Conference on June 5-6, 2025.
Submissions on the following topics are welcome: Big data in finance; Empirical finance; High-frequency data; New methods in quantitative finance; Time series forecasting; Volatility and risk modelling.
The Spring School, on June 3 and 4, will welcome two lecturers:
Roberto CASARIN, Ca' Foscari University of Venice Tensor models with applications in finance
Robert F. ENGLE, NYU Stern, 2003 Nobel Prize in Economics The impact of climate risk on financial markets
The International Conference, on June 5 and 6, will welcome two keynote speakers:
Robert F. ENGLE, Professor Emeritus of Finance NYU Stern. Robert F. ENGLE was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH).
Dacheng XIU, Professor of Econometrics and Statistics, Booth School of Business, University of Chicago
and two guest speakers:
Marine CARRASCO, Professor of Econometrics at University of Montréal
Roberto CASARIN, Professor of Econometrics at Ca' Foscari University of Venice
Key dates
Previous conferences
QFFE 2024: June 4 to 7, 2024 QFFE 2023: June 6 to June 9, 2023 QFFE 2022: June 14 to June 17, 2022 QFFE 2020: June 2 to June 5, 2020 - cancelled due to COVID QFFE 2019: June 3 to June 7, 2019 QFFE 2018: May 28 to June 1, 2018
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