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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

  1. 2022
  2. Organizer, 3rd Frontiers of Factor Investing Conference

    Ingmar Nolte (Organiser)

    15/09/202216/09/2022

    Activity: Participating in or organising an event typesParticipation in conference

  3. Econometric Society Australasia Meeting 2022

    Shifan Yu (Speaker)

    6/07/20228/07/2022

    Activity: Participating in or organising an event typesParticipation in conference

  4. Asian Finance Association 2022 Annual Conference

    Shifan Yu (Speaker)

    27/06/202229/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  5. Organizer, Volatility, Jumps and Bursts Workshop

    Ingmar Nolte (Organiser)

    27/06/202228/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  6. Workshop on "Volatility, Jumps and Bursts"

    Shifan Yu (Speaker)

    27/06/202228/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  7. 14th Society for Financial Econometrics Annual Conference

    Shifan Yu (Speaker)

    24/06/202227/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  8. Asian Meeting of the Econometric Society in China 2022

    Shifan Yu (Speaker)

    22/06/202224/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  9. International Association for Applied Econometrics 2022 Annual Conference

    Shifan Yu (Speaker)

    21/06/202224/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  10. 4th Quantitative Finance and Financial Econometrics International Conference

    Shifan Yu (Speaker)

    16/06/202217/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  11. 5th International Conference on Econometrics and Statistics

    Shifan Yu (Speaker)

    4/06/20226/06/2022

    Activity: Participating in or organising an event typesParticipation in conference

  12. Economics of Financial Technology Conference

    Shifan Yu (Speaker)

    11/05/202213/05/2022

    Activity: Participating in or organising an event typesParticipation in conference

  13. Organizer, Conference on Intrinsic Time in Finance

    Ingmar Nolte (Organiser)

    6/05/20227/05/2022

    Activity: Participating in or organising an event typesParticipation in conference

  14. Lancaster University

    Shifan Yu (Speaker)

    23/02/2022

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  15. ICMA Finance PhD Seminar

    Shifan Yu (Speaker)

    18/01/2022

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  16. 2021
  17. 15th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    18/12/202120/12/2021

    Activity: Participating in or organising an event typesParticipation in conference

  18. AMBS Finance PhD Seminar

    Shifan Yu (Speaker)

    17/11/2021

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  19. University of Freiburg

    Shifan Yu (Speaker)

    19/07/2021

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  20. 6th KoLaMaFr - Workshop on Financial Econometrics

    Ingmar Nolte (Organiser)

    21/06/202122/06/2021

    Activity: Participating in or organising an event typesParticipation in conference

  21. Organizer, Econometrics of Option Markets Workshop

    Ingmar Nolte (Organiser)

    19/04/202121/04/2021

    Activity: Participating in or organising an event typesParticipation in conference

  22. Organizer, 2nd Frontiers of Factor Investing Virtual Conference

    Ingmar Nolte (Organiser)

    28/01/202129/01/2021

    Activity: Participating in or organising an event typesParticipation in conference

  23. 2020
  24. 14th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    19/12/202021/12/2020

    Activity: Participating in or organising an event typesParticipation in conference

  25. SFS Cavalcade North America conference

    Ally Zhang (Invited speaker)

    25/05/202028/05/2020

    Activity: Participating in or organising an event typesParticipation in conference

  26. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/20205/01/2020

    Activity: Talk or presentation typesOral presentation

  27. AEA 2020

    Ally Zhang (Participant)

    2020

    Activity: Participating in or organising an event typesParticipation in conference

  28. 2019
  29. 13th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    14/12/201916/12/2019

    Activity: Participating in or organising an event typesParticipation in conference

  30. 34th European Economic Association Meeting

    Marwan Izzeldin (Speaker)

    27/08/201931/08/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  31. ”Machine learning for dynamic incentive problems“ - NBER Conference

    Philipp Renner (Speaker)

    07/2019

    Activity: Participating in or organising an event typesParticipation in conference

  32. INFINITI Conference

    Marwan Izzeldin (Speaker)

    9/06/201911/06/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  33. Organizer, Mutual Funds, Hedge Funds and Factor Investing

    Ingmar Nolte (Organiser)

    3/06/20194/06/2019

    Activity: Participating in or organising an event typesParticipation in conference

  34. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2019

    Activity: Participating in or organising an event typesParticipation in conference

  35. What drives a firm's ES performance? Evidence from stock returns

    Mark Broughton Shackleton (Speaker), Jiali Yan (Speaker) & Yaqiong Yao (Speaker)

    17/05/2019

    Activity: Talk or presentation typesInvited talk

  36. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    13/05/201914/05/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  37. FMA - 2019 Consortium on Factor Investing

    Ingmar Nolte (Organiser)

    4/02/2019

    Activity: Participating in or organising an event typesParticipation in conference

  38. Technometrics (Journal)

    Konstantinos Fokianos (Associate Editor)

    1/01/2019

    Activity: Publication peer-review and editorial work typesEditorial activity

  39. 11th French Econometrics Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  40. 12th Annual SoFiE Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  41. 13th International Conference on Computational and Financial Econometrics

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  42. 13th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  43. 15th Conference on Financial and Macro Economics and Econometrics

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  44. 2019 Africa Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  45. 2019 Infiniti Conference

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  46. 34th Annual Congress of the European Economic Association

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  47. 3rd Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  48. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  49. 6th Annual Conference of the International Association for Applied Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  50. 72nd European Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  51. Annual Corporate Finance Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  52. Asian Meeting of the Econometric Society 2019

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  53. Asian Meeting of the Economic Society (AMES)

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  54. ASU Sonoran Winter Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  55. Brunel University School of Economics and Finance - Research Seminar

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  56. European Central Bank, DG/I-EXT Department Seminar

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  57. European Seminar on Bayesian Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  58. Finance, Labour and Inequality Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  59. House Prices, Unaffordability and Systematic risk - 27th Annual Symposium on the SNDE

    Ivan Paya (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  60. International Association of Applied Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  61. Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  62. Konsztanz-Lancaster-Manchester-Warwick Workshop on Quanatitative Finance and Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  63. Macroeconomics and time Series Analysis Workshop

    Roy Zilberman (Organiser)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  64. Mutual Funds, Hedge Funds and Factor Investing Conference

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  65. Nottingham University - Economics Department

    Stefano Soccorsi (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  66. RCEA Warsaw Money-Marco-Finance Conference

    Roy Zilberman (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  67. Royal Economics Society

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  68. Workshop in Financial Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  69. 2018
  70. 43 Simposio de la Asociación Española de Economía

    Andrey Kalinyak (Speaker)

    13/12/201815/12/2018

    Activity: Talk or presentation typesOral presentation

  71. 12th International Conference on Computational and Financial Econometrics

    Kostas Vasilopoulos (Speaker)

    12/12/201816/12/2018

    Activity: Participating in or organising an event typesParticipation in conference

  72. The Economics of VAT and Taxation

    Marwan Izzeldin (Speaker)

    11/12/201813/12/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  73. 11th International Conference on Computational and Financial Econometrics

    Marwan Izzeldin (Speaker)

    12/2018

    Activity: Participating in or organising an event typesParticipation in conference

  74. Royal Society of New South Wales Forum

    James Morley (Speaker)

    29/11/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  75. Modelling Credit Rating Data Using STATA

    Marwan Izzeldin (Speaker)

    27/11/201829/11/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  76. What drives a firm's ES performance? Evidence from stock returns.

    Mark Shackleton (Speaker), Yaqiong Yao (Speaker) & Jiali Yan (Speaker)

    14/11/2018

    Activity: Talk or presentation typesInvited talk

  77. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    6/11/20187/11/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  78. The Second Conference on CSR, the Economy and Financial Markets

    Jiali Yan (Speaker)

    1/11/20182/11/2018

    Activity: Participating in or organising an event typesParticipation in conference

  79. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    11/2018

    Activity: Participating in or organising an event typesParticipation in conference

  80. The 17th International Conference of the Japan Economic Policy Association

    James Morley (Speaker)

    26/10/201828/10/2018

    Activity: Participating in or organising an event typesParticipation in conference

  81. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/20184/10/2018

    Activity: Visiting an external institution typesVisiting an external academic institution

  82. Econometric Analysis Using E-Views for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    24/09/201830/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  83. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation typesInvited talk

  84. Financial Econometric Conference: Market Microstrucutre, Limit Order Books and Derivative Markets

    Marwan Izzeldin (Speaker)

    13/09/201814/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  85. Organizer, Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets

    Ingmar Nolte (Organiser)

    13/09/201814/09/2018

    Activity: Participating in or organising an event typesParticipation in conference

  86. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

    Activity: Participating in or organising an event typesParticipation in conference

  87. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    11/09/201812/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  88. Quantitative Methods for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    1/09/20187/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  89. European Economic Association meeting

    Marwan Izzeldin (Speaker)

    18/08/201831/08/2018

    Activity: Participating in or organising an event typesParticipation in conference

  90. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/201821/07/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  91. Visiting Research Programme

    Marwan Izzeldin (Speaker)

    16/07/20183/08/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  92. House of Lords Invitation: Islamic Finance and its Importance in the 21st Century

    Marwan Izzeldin (Speaker)

    9/07/2018

    Activity: Participating in or organising an event typesParticipation in conference

  93. International Conference on Econometrics and Statistics

    Marwan Izzeldin (Speaker)

    19/06/201821/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  94. Society of Financial Econometrics conference, Lugano

    Stephen Taylor (Participant)

    11/06/201814/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  95. SoFiE 11th Annual Meeting in Lugano

    Stavroula Yfanti (Speaker)

    11/06/201814/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  96. Financial Engineering and Banking Society

    Marwan Izzeldin (Speaker)

    4/06/20186/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  97. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  98. Conference on Financial and Macro Economics and Econometrics

    Stavroula Yfanti (Participant)

    25/05/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  99. Workshop in Structural VAR models, Queen Mary University of London

    Stavroula Yfanti (Participant)

    23/05/201824/05/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  100. NWSSDTP Economics Conference 2018

    Andrey Kalinyak (Speaker)

    10/05/201811/05/2018

    Activity: Talk or presentation typesOral presentation

  101. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    25/04/201826/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  102. Frontiers of Factor Investing

    Marwan Izzeldin (Speaker)

    23/04/201824/04/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  103. Organizer, Conference on Frontiers of Factor Investing

    Ingmar Nolte (Organiser)

    23/04/201824/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  104. International Symposium in Computational Economics and Finance

    Marwan Izzeldin (Speaker)

    12/04/201814/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  105. 4th International Conference on Applied Theory, Macro and Empirical Finance

    Marwan Izzeldin (Speaker)

    2/04/20183/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

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