OMI-SoFiE Financial Econometrics Summer School, 29 July – 2 August 2013

The OMI-SoFiE Financial Econometrics Summer School is an annual week long research based course for Ph.D. students and new faculty in financial econometrics.  Each year it takes place at Oxford University’s Oxford-Man Institute in partnership with the Society for Financial Econometrics. The editorial board for this annual series is made up of Professors Francis X. Diebold (University of Pennsylvania and outgoing President of SoFiE), Eric Ghysels (University of North Carolina, Chapel Hill, Secretary and past Co-President of SoFiE and Editor of JFEC), Eric Renault (Brown University and SoFiE President-Elect) and Neil Shephard (Professor of Economics, University of Oxford and founding director of OMI, 2007-2011). 

The 2013 confirmed lecturers are:

Professor Andrew Patton (Duke) and Professor Allan Timmermann (UCSD) on "Financial Forecasting"

There will be three hours of lectures a day, starting at noon Monday and finishing at 13:00 Friday.  Participants will also have a chance to make short presentations of their work on this topic, if they wish to.


Start date:
Monday, July 29, 2013 - 12:00
End date:
Friday, August 2, 2013 - 13:00