Econometric Research in Finance Workshop

Country: Poland

City: Warsaw

Abstr. due: 30.06.2016

Dates: 16.09.16 — 16.09.16

Area Of Sciences: Economics and management;

Organizing comittee e-mail:

Organizers: Econometric Research in Finance (ERFIN)


It is our pleasure to invite you to the Econometric Research in Finance (ERFIN) workshop (, hosted by Warsaw School of Economics (Szkoła Główna Handlowa w Warszawie). The workshop will be held in Warsaw, Poland, on Friday September 16, 2016.

The goal of the ERFIN workshop is to promote modern quantitative methods (especially econometric models) and their applications in the field of finance. The workshop is also a forum that will showcase cutting edge research in the areas of financial markets, institutions, and instruments. It provides an excellent avenue to obtain quality feedback, and it is an opportunity for networking among researchers, academics, and industry executives working in finance and allied areas. We invite high quality, original theoretical/applied empirical papers from faculty members, research scholars, and industry practitioners—both junior and senior researchers are encouraged to present their work. The workshop schedule consists of regular competitive sessions as well as plenary sessions dealing with high-profile issues.

The fields suitable for this workshop may include (but are not limited to) the following:

    Financial econometrics and its applications
    Modeling and forecasting asset prices and returns
    Portfolio management and trading
    Market microstructure
    Behavioral finance
    Financial stability, financial risk, and financial crises
    Empirical studies in corporate finance and banking
    Accounting, financial reporting, and financial regulations
    Links between financial institutions, financial markets, and the real economy

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