Overview

The moments and distributions of financial time series data play an important role in statistics and econometrics. The theme of this program covers statistical, econometric, and computational issues arising from the interpretation, analysis, modelling, evaluation and forecast of financial data. This leading international research area is crucial to worldwide and national economies, business, financial investment analysis, macroeconomics, and both public and private policy makers. Great theoretical progress has been made in recent years in this topical research area.

The program intends to promote interdisciplinary research collaboration on the cutting-edge research topics in the area among statisticians, econometricians, and computer scientists. It will promote international research collaboration among leading researchers in Hong Kong, Mainland China, Europe, East and South-East Asia, and Oceania. It is also in conjunction with a celebration of Michael McAleer's 65th birthday.

Selected snapshot

Organizers and program participants gather for a group photo.

 


IAS Home     Copyright © 2018 HKUST Jockey Club Institute for Advanced Study. All rights reserved. Designed by PTC