The seventh conference and workshop on Statistical Methods in Finance aims to expose the participants to new and active areas of research and to engage researchers into active working groups. The conference will be jointly hosted byon virtual platform.
|Jean-Pierre Fouque, University of California, Santa Barbara, USA|
|Mean Field Game and Mean Field Control Q-Learning Abstract|
|Per Mykland,University of Chicago, USA|
|Title of the Talk: TBA Abstract|
|Avanidhar Subrahmanyam, University of California, Los Angeles, USA|
|Anindya Chakrabarti,Indian Institute of Management, Ahmedabad, India|
|Information comovement and market risk : Inference from high-frequency trading data Abstract|
|Catherine Forbes, Monash University, Australia|
|Familial Inference Abstract|
|Sayar Karmakar, University of Florida, USA|
|ARCH-GARCH models: Estimation, Inference, Forecasting Abstract|
|Rustam Ibragimov, Imperial College, London, UK|
|New Approached to Robust Inference On Market (Non-)Efficiency, Volatility Clustering And Nonlinear Dependence Abstract|
|Shashi Jain, Indian Institute of Science, Bangalore, India|
|Yoann Potiron, Keio University, Tokyo, Japan|
|Generating observation times with a hitting-boundary process in high-frequency data Abstract|
|Mohammad Arshad Rahman, Indian Institute of Technology, Kanpur|
|Siuli Mukherjee, Indian Institute of Technology, Bombay|
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