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The University of Southampton
EconomicsPart of Economic, Social and Political Science

Southampton Finance and Econometrics Workshop

Published: 25 April 2016

To celebrate the launching of our new MSc programme in Finance and Econometrics, and to highlight one theme of the work of our distinguished Adjunct Professor, Peter C. B. Phillips, in this area, the Department of Economics is organizing a workshop on Finance and Econometrics on May 5 and 6.

This workshop will gather prominent scholars from some of the most influential economics departments and business schools in the UK, working in the intersection between finance and econometrics. Most of the speakers from the editorial boards of top field journals in the discipline will attend, such as the Journal of Econometrics, Econometric Theory, Econometrics Journal, Journal of Time Series Analysis, Oxford Bulletin of Economics and Statistics and Journal of Financial Econometrics. The workshop will present research covering the breadth of the discipline from empirical asset pricing to market microstructure, and from big data analytics to nonlinear nonstationary time series analysis.

Detailed information on the workshop can be found in the attached programme.

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