6th CSDA International Conference on
Computational and Financial Econometrics (CFE 2012)
1-3 December 2012, Conference Centre, Oviedo, Spain



Keynote Talks


  1. Luc Bauwens, Universite catholique de Louvain, Belgium

    CFE 2012 Keynote Lecture: Modeling structural changes in volatility


  2. Stefan Mittnik, Ludwig-Maximilians-University Munich, Germany

    CFE 2012 Keynote Lecture: Portfolio-implied risk assessment


  3. Esther Ruiz, Carlos III University of Madrid, Spain

    CFE-ERCIM 2012 Keynote Lecture: Bootstrap methods for prediction


  4. Hans-Georg Müller, University of California, Davis, USA

    ERCIM 2012 Keynote Lecture: Nonlinear methods for functional data analysis


  5. Peter Bühlmann, ETH Zürich, Switzerland

    ERCIM 2012 Keynote Lecture: Assigning statistical significance in high-dimensional problems