In 2023, AMSE organizes the 5th QFFE edition (Quantitative Finance and Financial Econometrics) at the Aix-Marseille School of Economics (AMSE).
The International Conference will be held on June 8 and 9 and the Spring School on June 6 and 7.
The International Conference will welcome 2 keynote speakers:
- Kris JACOBS (C.T. Bauer College of Business, University of Houston)
- Jun YU (Singapore Management University)
and 2 guest speakers:
- Ilze KALNINA (North Carolina State University)
- Esther Ruiz ORTEGA (Department of Statistics, Universidad Carlos III de Madrid)
The Spring School will welcome 2 lecturers:
- Kris JACOBS (C.T. Bauer College of Business, University of Houston)
Specification and Estimation of Dynamic Option Valuation Models
- Jun YU (Singapore Management University)
Estimation, Inference, Prediction, Identification of Fractional Time Series