The 17th International Conference on Computational and Financial Econometrics (CFE 2023) will be be hosted by HTW Berlin, University of Applied Sciences (Wilhelminenhof campus), Berlin, Germany, 16-18 December 2023. The joint conference CFE-CMStatistics will have five Plenary Sessions. Moreover, CFE 2023 had four Special Invited Sessions, a significant number of Organized Invited Sessions on key topics, Contributed, and Poster Sessions that will run in parallel during the three days of the conference.
Agenda
Organization of two sessions at the Computational and Financial Econometrics, December 2023
– Financial Times series, Organized session CO154
Jean Michel Zakoïan, Chairman and organizer, CREST, Member of the QMI
Testing the zero-process of intraday financial return for non-stationary periodicity, Sucarrat, BI Norwegian Business School, Norway
Detection of breaks in weak location time series models with quasi-Fisher scores, C. Francq, CREST France
Finite moments testing in a general class of nonlinear time series models, M. Zakoïan, CREST and QMI, France.
Improving the robustness of Markov-switching dynamic factor models with time-varying volatility, J. Royer, CREST and QMI France.
Serge Darolles, Organizer and G. Le Fol, Chairman and organizer, Université Paris Dauphine – PSL, Members of the QMI
Learning the predictive density of mixed-causal ARMA processes for portfolio optimization, A. Thomas, Université Paris Dauphine – PSL France
Does ESG matter more than the TE?, J. Coadou, Université Paris Dauphine – PSL and QMI France
• Yes, Virginia, There Is [More Than] Hope: Twenty years of sector rotation with Shiller’s CAPE® Ratio, L. Dumontier, Université Paris Dauphine – PSL France
Venue
The 17th International Conference on Computational and Financial Econometrics (CFE 2023) will be be hosted by HTW Berlin, University of Applied Sciences (Wilhelminenhof campus), Berlin, Germany, 16-18 December 2023.
