Home 7th CSDA International Conference on Computational and Financial Econometrics (CFE 2013)
Agenda
Venue Statistical signal processing applied to asset management, session CS17.
S. Darolles, Chairman and organizer, Université Paris-Dauphine, Member of the QMI
Model for price and trades high-frequency dynamics, E. Bacry, CNRS, Ecole Polytechnique and Member of the QMI
Liquidity Risk, session CS40.
G. Le Fol, Chairman and organizer, Université Paris – Dauphine, CREST, Scientific Director of the QMI
Large tick assets: Implicit spread and optimal tick size, M. Rosenbaum, , Member of the QMI
Liquidity risk estimation in conditional volatility models, S. Darolles, Université Paris – Dauphine, Member of the QMI
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