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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2024

  2. Using Blogs and Social Media for Scholarship in Management Education

    Mike Ryder (Speaker), Jennifer Carter (Participant), Lee Francis (Participant), Radka Newton (Participant), Neil Ralph (Participant), Harry Rolls (Participant) & Yuting Bai (Participant)

    22/02/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  3. 2023

  4. 17th International Conference on Computational and Financial Econometrics

    Shifan Yu (Invited speaker)

    16/12/2023 → 18/12/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  5. 3rd International Econometrics PhD Conference

    Shifan Yu (Speaker)

    20/11/2023 → 21/11/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  6. 6th International Conference on Econometrics and Statistics

    Shifan Yu (Invited speaker)

    1/08/2023 → 3/08/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  7. Asian Meeting of the Econometric Society in East and Southeast Asia 2023

    Shifan Yu (Speaker)

    28/07/2023 → 30/07/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  8. Asian Meeting of the Econometric Society in China 2023

    Shifan Yu (Speaker)

    30/06/2023 → 2/07/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  9. 5th Quantitative Finance and Financial Econometrics International Conference

    Shifan Yu (Speaker)

    8/06/2023 → 9/06/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  10. Lancaster-Manchester Joint PhD Workshop on Quantitative Finance and Financial Econometrics

    Ingmar Nolte (Organiser)

    24/05/2023 → 25/05/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  11. Aarhus University

    Shifan Yu (Visiting researcher)

    1/05/2023 → 30/06/2023

    Activity: Visiting an external institution types › Visiting an external academic institution

  12. Lancaster University

    Shifan Yu (Speaker)

    28/04/2023

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  13. 25th Dynamic Econometrics Conference

    Shifan Yu (Speaker)

    13/04/2023 → 14/04/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  14. Financial Econometrics Conference to mark Stephen Taylor's retirement

    Shifan Yu (Presenter)

    29/03/2023 → 31/03/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  15. Financial Econometrics Conference to mark Stephen Taylor's retirement

    Ingmar Nolte (Organiser)

    29/03/2023 → 31/03/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  16. 2022

  17. Organizer, 3rd Frontiers of Factor Investing Conference

    Harald Lohre (Organiser)

    15/09/2022 → 16/09/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  18. Organizer, 3rd Frontiers of Factor Investing Conference

    Ingmar Nolte (Organiser)

    15/09/2022 → 16/09/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  19. Econometric Society Australasia Meeting 2022

    Shifan Yu (Speaker)

    6/07/2022 → 8/07/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  20. Asian Finance Association 2022 Annual Conference

    Shifan Yu (Speaker)

    27/06/2022 → 29/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  21. Organizer, Volatility, Jumps and Bursts Workshop

    Ingmar Nolte (Organiser)

    27/06/2022 → 28/06/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  22. Workshop on "Volatility, Jumps and Bursts"

    Shifan Yu (Speaker)

    27/06/2022 → 28/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  23. 14th Society for Financial Econometrics Annual Conference

    Shifan Yu (Speaker)

    24/06/2022 → 27/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  24. Asian Meeting of the Econometric Society in China 2022

    Shifan Yu (Speaker)

    22/06/2022 → 24/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  25. International Association for Applied Econometrics 2022 Annual Conference

    Shifan Yu (Speaker)

    21/06/2022 → 24/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  26. 4th Quantitative Finance and Financial Econometrics International Conference

    Shifan Yu (Speaker)

    16/06/2022 → 17/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  27. 5th International Conference on Econometrics and Statistics

    Shifan Yu (Invited speaker)

    4/06/2022 → 6/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  28. Economics of Financial Technology Conference

    Shifan Yu (Speaker)

    11/05/2022 → 13/05/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  29. Organizer, Conference on Intrinsic Time in Finance

    Ingmar Nolte (Organiser)

    6/05/2022 → 7/05/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  30. Lancaster University

    Shifan Yu (Speaker)

    23/02/2022

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  31. 2021

  32. 15th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    18/12/2021 → 20/12/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  33. University of Freiburg

    Shifan Yu (Invited speaker)

    19/07/2021

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  34. 6th KoLaMaFr - Workshop on Financial Econometrics

    Ingmar Nolte (Organiser)

    21/06/2021 → 22/06/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  35. Organizer, Econometrics of Option Markets Workshop

    Ingmar Nolte (Organiser)

    19/04/2021 → 21/04/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Ingmar Nolte (Organiser)

    28/01/2021 → 29/01/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  37. 2020

  38. 14th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    19/12/2020 → 21/12/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  39. SFS Cavalcade North America conference

    Ally Zhang (Invited speaker)

    25/05/2020 → 28/05/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  40. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/2020 → 5/01/2020

    Activity: Talk or presentation types › Oral presentation

  41. AEA 2020

    Ally Zhang (Participant)

    2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  42. 2019

  43. 13th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    14/12/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  44. 13th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    14/12/2019 → 16/12/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  45. 34th European Economic Association Meeting

    Marwan Izzeldin (Speaker)

    27/08/2019 → 31/08/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  46. 34th Annual Congress of the European Economic Association

    Rodrigo Hizmeri Canales (Speaker)

    26/08/2019 → 30/08/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  47. 72nd European Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    26/08/2019 → 30/08/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Philipp Renner (Speaker)

    07/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Rodrigo Hizmeri Canales (Speaker)

    19/06/2019 → 28/06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  50. INFINITI Conference

    Marwan Izzeldin (Speaker)

    9/06/2019 → 11/06/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

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

    Ingmar Nolte (Organiser)

    3/06/2019 → 4/06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  52. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  53. 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 types › Invited talk

  54. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    13/05/2019 → 14/05/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  55. FMA - 2019 Consortium on Factor Investing

    Ingmar Nolte (Organiser)

    4/02/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  56. Technometrics (Journal)

    Konstantinos Fokianos (Associate Editor)

    1/01/2019

    Activity: Publication peer-review and editorial work types › Editorial activity

  57. 11th French Econometrics Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  58. 12th Annual SoFiE Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  59. 13th International Conference on Computational and Financial Econometrics

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  60. 15th Conference on Financial and Macro Economics and Econometrics

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation types › Invited talk

  61. 2019 Africa Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  62. 2019 Infiniti Conference

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  63. 3rd Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  64. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  65. Annual Corporate Finance Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  66. Asian Meeting of the Econometric Society 2019

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  67. Asian Meeting of the Economic Society (AMES)

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  68. ASU Sonoran Winter Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation types › Invited talk

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

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation types › Invited talk

  71. European Seminar on Bayesian Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  72. Finance, Labour and Inequality Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Ivan Paya (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  74. International Association of Applied Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

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

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  77. Macroeconomics and time Series Analysis Workshop

    Roy Zilberman (Organiser)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  78. Mutual Funds, Hedge Funds and Factor Investing Conference

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  79. Nottingham University - Economics Department

    Stefano Soccorsi (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  80. RCEA Warsaw Money-Marco-Finance Conference

    Roy Zilberman (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  81. Royal Economics Society

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  82. Workshop in Financial Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  83. 2018

  84. 43 Simposio de la Asociación Española de Economía

    Andrey Kalinyak (Speaker)

    13/12/2018 → 15/12/2018

    Activity: Talk or presentation types › Oral presentation

  85. 12th International Conference on Computational and Financial Econometrics

    Kostas Vasilopoulos (Speaker)

    12/12/2018 → 16/12/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  86. The Economics of VAT and Taxation

    Marwan Izzeldin (Speaker)

    11/12/2018 → 13/12/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  87. 11th International Conference on Computational and Financial Econometrics

    Marwan Izzeldin (Speaker)

    12/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  88. Royal Society of New South Wales Forum

    James Morley (Speaker)

    29/11/2018

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  89. Modelling Credit Rating Data Using STATA

    Marwan Izzeldin (Speaker)

    27/11/2018 → 29/11/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  90. 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 types › Invited talk

  91. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    6/11/2018 → 7/11/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

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

    Jiali Yan (Speaker)

    1/11/2018 → 2/11/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  93. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    11/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    James Morley (Speaker)

    26/10/2018 → 28/10/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  95. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/2018 → 4/10/2018

    Activity: Visiting an external institution types › Visiting an external academic institution

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

    Marwan Izzeldin (Speaker)

    24/09/2018 → 30/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  97. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

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

    Marwan Izzeldin (Speaker)

    13/09/2018 → 14/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

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

    Ingmar Nolte (Organiser)

    13/09/2018 → 14/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  100. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  101. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    11/09/2018 → 12/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  102. Quantitative Methods for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    1/09/2018 → 7/09/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  103. European Economic Association meeting

    Marwan Izzeldin (Speaker)

    18/08/2018 → 31/08/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  104. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/2018 → 21/07/2018

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  105. Visiting Research Programme

    Marwan Izzeldin (Speaker)

    16/07/2018 → 3/08/2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  106. 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 types › Participation in conference -Mixed Audience

  107. 2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing

    Rodrigo Hizmeri Canales (Speaker)

    20/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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