CALL FOR PAPERS Eighth Annual Society for Financial Econometrics (SoFiE) Conference June 24-26, 2015 and The CREATES-SoFiE Financial Econometrics Pre-Conference June 23, 2015

Source URL: sofie.stern.nyu.edu

• Swiss Finance Institute
• Tim Bollerslev
• Toulouse School of Economics
• Neil Shephard
• A. Ronald Gallant
• Kellogg School of Management
• Tilburg University
• Aarhus University
• Economics
• Academia
• Education

STIMULATES LOCAL ECONOMIES Palm oil creates jobs: 1 worker per 8ha Indonesia &

Source URL: europe.croklaan.com

• Nutrition
• Oil palm
• Cooking oils
• Lipids
• Vegetable oils
• Palm oil
• Vegetable fats and oils
• Saturated fat
• Trans fat
• Soft matter
• Food and drink
• Matter

13th_oxmetrics_user_conference

Source URL: creates.au.dk

Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions Tim Bollerslev, Andrew J. Patton and Wenjing Wang CREATES Research PaperDepartment of Economics and Business

Source URL: econ.au.dk

• Econometrics
• House price index
• Case–Shiller index
• Price index
• Price indices
• Hedonic regression
• Stock market
• Index
• Consumer price index
• Economics
• Statistics
• United States Department of Housing and Urban Development

Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper

Source URL: econ.au.dk

• Markov processes
• Autoregressive conditional heteroskedasticity
• Econometrics
• Time series analysis
• Stochastic volatility
• Markov chain
• Stochastic differential equation
• Markov switching multifractal
• Statistics
• Markov models
• Mathematical finance

Explosive bubbles in house prices? Evidence from the OECD countries Tom Engsted, Simon J. Hviid and Thomas Q. Pedersen CREATES Research PaperDepartment of Economics and Business

Source URL: econ.au.dk

• Economic bubbles
• Statistical tests
• Financial crises
• Econometrics
• Real estate bubble
• Bubble
• Augmented Dickey–Fuller test
• Unit root
• Dickey–Fuller test
• Statistics
• Economics
• Time series analysis

Understanding volatility dynamics in the EU-ETS market Maria Eugenia Sanin, Maria Mansanet-Bataller and Francesco Violante CREATES Research PaperDepartment of Economics and Business

Source URL: econ.au.dk

• Probability and statistics
• Technical analysis
• Carbon finance
• Emissions trading
• European Union Emission Trading Scheme
• Autoregressive conditional heteroskedasticity
• Volatility
• Mixture model
• Normal distribution
• Statistics
• Mathematical finance
• Climate change policy

Oil Volatility Risk and Expected Stock Returns Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business Aarhus University

Source URL: econ.au.dk

• Investment
• Volatility
• Implied volatility
• VIX
• Futures contract
• Stochastic volatility
• Market risk
• Beta
• Financial risk
• Mathematical finance
• Financial economics
• Finance

Harriet Bart creates evocative content through the narrative power of objects, the theater of installation, and the intimacy of artist books

Source URL: images.driscollbabcock.com

• Wafaa
• Iraq
• Mathaf: Arab Museum of Modern Art
• Asia
• Wafaa Bilal
• Bilal

Equity Portfolio Management Using Option Price Information Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business

Source URL: econ.au.dk

• Options
• Investment
• Volatility smile
• Implied volatility
• VIX
• Volatility
• Black–Scholes
• Put–call parity
• Beta
• Mathematical finance
• Financial economics
• Finance