Time Series Econometrics

The purpose of this workshop on financial statistics and econometrics is to bring leading experts in statistics, econometric, financial econometric, mathematical finance and empirical finance together for exchanging ideas and exploring possible directions of future research in these areas, and to bring young researchers to have a deep academic interaction with these leading experts. Topics of this workshop include:

(a). Unit Root Tests and Co-integration
(b). ARCH-type Models
(c). Threshold Time Series Models
(d). Change-points in Time Series Models

Organizers

NameUniversity
Chuan Zhong ChenHainan Normal University
Dong LiTsinghua University
Shiqing LingHong Kong University of Science and Technology