The OMI-SoFiE Financial Econometrics Summer School is an annual week long research based course for Ph.D. students and new faculty in financial econometrics. Each year it takes place at Oxford University’s Oxford-Man Institute in partnership with the Society for Financial Econometrics. The editorial board for this annual series is made up of Professors Francis X. Diebold (University of Pennsylvania and outgoing President of SoFiE), Eric Ghysels (University of North Carolina, Chapel Hill, Secretary and past Co-President of SoFiE and Editor of JFEC), Eric Renault (Brown University and SoFiE President-Elect) and Neil Shephard (Professor of Economics, University of Oxford and founding director of OMI, 2007-2011).

The 2013 confirmed lecturers are:

Professor Andrew Patton (Duke) and Professor Allan Timmermann (UCSD)

Title: "Financial Forecasting"

There are 30 spaces in the School. Applications for places should be sent to events@oxford-man.ox.ac.uk (including the words Summer School in the subject box). The applications should include a full CV and 1/2 a page about why attending this course would be helpful to their research work. The deadline for applications is March 18, 2013. Decisions will be emailed out by April 1, 2013.

There will be three hours of lectures a day, starting at 12:00 PM on Monday and finishing at 1:00 PM on Friday. Participants will also have a chance to make short presentations of their work on this topic, if they wish to.

There is no charge for students and faculty attending this course. Ph.D. level colleagues from industry can also apply, but there will be a modest charge, please email events@oxford-man.ox.ac.uk for details.

New faculty and industry colleagues will be expected to be members of the Society for Financial Econometrics or join before their place is confirmed. See http://sofie.stern.nyu.edu/membership on how to join the society.

People attending will pay their own travel, but OMI will offer free accommodation typically in Oxford College residences. Instead of staying in a College people can choose to stay in a local hotel at their own cost. OMI will provide, without charge, lunch, coffee and tea during the day at OMI and a Summer School dinner.

Location:

AHL Lecture Theatre, OMI, Eagle House

Start date:

Monday, July 29, 2013 - 12:00 PM

End date:

Friday, August 2, 2013 - 1:00 PM

Oxford-Man Institute Website: Click here