Financial Econometrics: Market Microstructure, Limit Order Books and Derivative Markets 2018 | Lancaster University Management School | 13 September 2018 | Lancaster University, Bailrigg, Lancaster LA1 4YW, UK
Venue
Lancaster University
Lancaster University, Bailrigg, Lancaster LA1 4YW, UK
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| Event Date |
Thu Sep 13 BST - Fri Sep 14 BST (about 6 years ago)
In your timezone (EST): Thu Sep 13 12:00am - Fri Sep 14 12:00am |
| Location |
Lancaster University
Bailrigg, Lancaster LA1 4YW, UK |
| Region | EMEA |
Details
In association with the ESRC-FWF funded research project on “Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective”, the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School invites the submission of papers in the field of financial econometrics focusing on:
• High-frequency financial econometrics
• Risk and liquidity research
• Derivative markets
• Volatility modelling
• Market microstructure analysis
• High-frequency news sentiment
• Limit order book analysis
• Forecasting
Speakers
2018 Speakers
Torben Andersen
Northwestern University
Randolf Roth
Eurex Group
Viktor Todorov
Northwestern University