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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2017

  2. 3rd KoLa Workshop on Finance and Econometrics

    Happersberger, D. (Participant)

    2/05/2017 → 3/05/2017

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

  3. Organizer, 3rd Konstanz-Lancaster (KoLa) Workshop on Finance and Econometrics

    Nolte, I. (Organiser)

    2/05/2017 → 4/05/2017

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

  4. 9th Annual Volatility Institute Conference

    Hizmeri Canales, R. (Speaker)

    27/04/2017

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

  5. The Future of Growth: A Financial Perspective

    Shackleton, M. (Visitor)

    14/03/2017

    Activity: Talk or presentation types › Invited talk

  6. Presentation at the Cambridge-INET Institute

    Xiaolu Zhao, V. (Visitor)

    5/02/2017 → 8/02/2017

    Activity: Talk or presentation types › Invited talk

  7. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Shackleton, M. (Member of Panel)

    25/01/2017

    Activity: Talk or presentation types › Invited talk

  8. 10th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  9. 11th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  10. 11th International Conference of Computational and Financial Econometrics

    Argyropoulos, C. (Speaker)

    2017

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

  11. 11th International Conference on Computational and Financial Econometrics

    Pham, M. (Speaker)

    2017

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

  12. 16th Conference on Research on Economic Theory and Econometrics

    Argyropoulos, C. (Speaker)

    2017

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

  13. 1st Course in High-Frequency Financial Econometrics using Matlab

    Hizmeri Canales, R. (Lecturer)

    2017

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

  14. 9th Foundation of Islamic Finance (FIFC)

    Izzeldin, M. (Speaker)

    2017

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

  15. AFA Meeting Chicago - Doctoral Poster Session

    Pinto, R. (Speaker)

    2017

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

  16. Annual Conference of the Swiss Society for Financial Market Research

    Zhang, A. (Speaker)

    2017

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

  17. CFE Conference

    Nolte, S. (Speaker)

    2017

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

  18. European Central Bank DG-I/EXT Analytical Meeting and DG-I/IPA Research Seminar

    Miescu, M. (Speaker)

    2017

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

  19. European Economics and Finance Society

    Zilberman, R. (Speaker)

    2017

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

  20. European Seminar on Bayesian Econometrics

    Miescu, M. (Speaker)

    2017

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

  21. European Winter Meeting of the Econometric Society

    Zhang, A. (Speaker)

    2017

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

  22. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  23. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  24. Financial Management Association

    Raman, V. (Speaker)

    2017

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

  25. International Association of applied Econometrics

    Miescu, M. (Speaker)

    2017

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

  26. International Journal of Forecasting (Journal)

    Taylor, S. (Peer reviewer)

    2017

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

  27. Lancaster University Management School

    Soccorsi, S. (Speaker)

    2017

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

  28. MFTSA - Lancaster

    Soccorsi, S. (Invited speaker)

    2017

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

  29. Swiss Finance Institute Research Day

    Zhang, A. (Speaker)

    2017

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

  30. The New Financial Reality ESRC Seminar Series, Seminar 7 \Unveiling the Risk of Hedge Funds and Fund of Funds"

    Argyropoulos, C. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  31. Vienna–Copenhagen Conference on Financial Econometrics

    Li, Y. (Participant)

    2017

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

  32. 2016

  33. The Future of Growth: A Financial Perspective

    Shackleton, M. (Speaker)

    13/12/2016

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

  34. 10th International Conference on Computational and Financial Econometrics

    Paya, I. (Speaker)

    9/12/2016 → 11/12/2016

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

  35. 10th International Conference on Computational and Financial Econometrics

    Yao, X. (Speaker)

    9/12/2016 → 11/12/2016

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

  36. 10th International Conference on Computational and Financial Econometrics

    Izzeldin, M. (Speaker)

    9/12/2016

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

  37. Newcastle University

    Izzeldin, M. (Speaker)

    29/11/2016

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

  38. PhD Student Workshop on Job Market and Employment Skills

    Yan, J. (Speaker)

    17/11/2016

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

  39. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Shackleton, M. (Member of Panel)

    6/10/2016

    Activity: Talk or presentation types › Invited talk

  40. School of Management, Cranfield University

    Nolte, I. (Member)

    1/10/2016 → …

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  41. “Dynamic Principal Agent Models”

    Renner, P. (Speaker)

    10/2016

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

  42. 18th OxMetrics User Conference

    Yao, X. (Speaker)

    12/09/2016 → 13/09/2016

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

  43. 18th OxMetrics User Conference

    Izzeldin, M. (Speaker)

    09/2016

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

  44. ESEM

    Xiaolu Zhao, V. (Speaker)

    22/08/2016 → 26/08/2016

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

  45. World Finance Conference

    Yao, X. (Chair)

    29/07/2016 → 31/07/2016

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

  46. World Finance Conference

    Izzeldin, M. (Speaker)

    29/07/2016 → 31/07/2016

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

  47. One Bank Flagship Seminar

    Tayler, W. (Speaker)

    21/07/2016

    Activity: Talk or presentation types › Invited talk

  48. One Bank Flagship Seminar, Bank of England

    Zilberman, R. (Invited speaker)

    21/07/2016

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

  49. Living without electricity: Lancaster’s experience of coping with loss of power

    Shackleton, M. (Speaker)

    12/07/2016

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

  50. Research Seminar, Brunel University

    Shackleton, M. (Participant)

    4/07/2016

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

  51. “Dynamic Principal Agent Models”

    Renner, P. (Speaker)

    07/2016

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

  52. Financial Econometrics and Empirical Asset Pricing Conference

    Xiaolu Zhao, V. (Speaker)

    30/06/2016 → 1/07/2016

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

  53. Organizer, Financial Econometrics and Empirical Asset Pricing Conference

    Nolte, I. (Organiser)

    30/06/2016 → 1/07/2016

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

  54. Financial Econometrics and Empirical Asset Pricing Conference

    Yao, X. (Speaker)

    24/06/2016

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

  55. 3rd Conference, International Association for Applied Econometric

    Izzeldin, M. (Speaker)

    22/06/2016 → 25/06/2016

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

  56. IAAE conference

    Xiaolu Zhao, V. (Speaker)

    22/06/2016 → 25/06/2016

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

  57. ISF 2016 International Symposium on Forecasting

    Yusupova, A. (Participant)

    19/06/2016 → 22/06/2016

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

  58. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Shackleton, M. (Member of Panel)

    16/06/2016

    Activity: Talk or presentation types › Invited talk

  59. Ninth SoFiE conference

    Xiaolu Zhao, V. (Speaker)

    14/06/2016 → 17/06/2016

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

  60. The 14th INFINITI Conference on International Finance

    Yao, X. (Speaker)

    13/06/2016 → 14/06/2016

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

  61. INFINITI 2016, Trinity College Dublin

    Izzeldin, M. (Speaker)

    12/06/2016

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

  62. 6th International Conference of the Financial Engineering and Banking Society

    Izzeldin, M. (Speaker)

    10/06/2016

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

  63. Seminar, Bank of England

    Nolte, I. (Speaker)

    10/06/2016

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

  64. Midwest Macro Meeting 2016 - Purdue University

    Zilberman, R. (Participant)

    20/05/2016

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

  65. NWDTC Economics Conference

    Yusupova, A. (Participant)

    20/05/2016 → 21/05/2016

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

  66. NWDTC Economics Conference

    Yao, X. (Speaker)

    20/05/2016 → 21/05/2016

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

  67. NWDTC Economics PhD Conference

    Promponas, P. (Speaker)

    19/05/2016 → 20/05/2016

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

  68. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Shackleton, M. (Member of Panel)

    13/05/2016

    Activity: Talk or presentation types › Invited talk

  69. HM Treasury "Global Islamic Finance and Investment Group Annual Meeting"

    Izzeldin, M. (Speaker)

    16/04/2016

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

  70. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Shackleton, M. (Speaker)

    6/04/2016

    Activity: Talk or presentation types › Invited talk

  71. Surrey University Economics and Finance Society

    Shackleton, M. (Organiser)

    14/03/2016

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

  72. Huddersfield University Business School

    Izzeldin, M. (Speaker)

    17/02/2016

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

  73. Teaching case presented to MBA class

    Shackleton, M. (Member of Panel)

    28/01/2016

    Activity: Talk or presentation types › Invited talk

  74. Discounting, value and dollar beta matching in flexible cashflow systems

    Shackleton, M. (Speaker)

    27/01/2016

    Activity: Talk or presentation types › Invited talk

  75. “Speculative bubbles in oil markets: An analysis based on market expectations,” Session organiser: 10th International Conference on Computational and Financial Econometrics

    Paya, I. (Speaker)

    2016

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

  76. 10th International Conference of Computational and Financial Econometrics, Evaluating Risk Models: A quantile score approach"

    Argyropoulos, C. (Speaker)

    2016

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

  77. 17th Annual Conference of the Swiss Society for Financial Market Research

    Zhang, A. (Speaker)

    2016

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

  78. Adam Smith Business School

    Soccorsi, S. (Invited speaker)

    2016

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

  79. CFE

    Soccorsi, S. (Invited speaker)

    2016

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

  80. Conference on Computational Finance and Econometrics

    Miescu, M. (Speaker)

    2016

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

  81. CORE @ 50

    Soccorsi, S. (Speaker)

    2016

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

  82. ECARES

    Soccorsi, S. (Speaker)

    2016

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

  83. EEA-ESEM

    Zhang, A. (Speaker)

    2016

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

  84. ESRC - North West Social Science Doctoral Training Partnership (External organisation)

    Nolte, I. (Member)

    2016 → …

    Activity: Membership types › Member of an organisation

  85. ESRC (External organisation)

    Nolte, I. (Member)

    2016 → …

    Activity: Membership types › Membership of committee

  86. European Winter Meeting of the Econometric Society 2016

    Zhang, A. (Speaker)

    2016

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

  87. Financial Econometrics and Empirical Asset Pricing

    Nolte, S. (Speaker)

    2016

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

  88. Financial Econometrics and Empirical Asset Pricing Conference

    Li, Y. (Participant)

    2016

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

  89. FMA Doctoral Student Consortium

    Pinto, R. (Speaker)

    2016

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

  90. International Association of Applied Econometrics

    Miescu, M. (Speaker)

    2016

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

  91. International Review of Finance (Journal)

    Akimov, A. (Referee)

    2016 → …

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

  92. Midwest Macro Meetings

    Zhang, A. (Speaker)

    2016

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

  93. MPSA Annual Conference

    Miescu, M. (Speaker)

    2016

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

  94. Queen's University Belfast

    Soccorsi, S. (Invited speaker)

    2016

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

  95. Royal Economic Society Metting 2016

    Tayler, W. (Speaker)

    2016

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

  96. Southampton Business School

    Soccorsi, S. (Invited speaker)

    2016

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

  97. The Leverhulme Trust (External organisation)

    Nolte, I. (Reviewer )

    2016 → …

    Activity: Membership types › Membership of committee

  98. The New Financial Reality ESRC Seminar Series, Seminar 5 \Evaluating Risk Models: A quantile score approach"

    Argyropoulos, C. (Invited speaker)

    2016

    Activity: Talk or presentation types › Invited talk

  99. University of Huddersfield

    Zilberman, R. (Speaker)

    2016

    Activity: Talk or presentation types › Invited talk

  100. Warwick Business School

    Nolte, I. (Member)

    2016 → …

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  101. 2015

  102. The 9th International Conference on Computational and Financial Econometrics

    Yao, X. (Invited speaker)

    12/12/2015 → 14/12/2015

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

  103. The 9th International Conference on Computational and Financial Econometrics

    Paya, I. (Speaker)

    12/12/2015 → 14/12/2015

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

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