10th International Conference on Computational and Financial Econometrics

The 10th International Conference on Computational and Financial Econometrics took place on 6 and 7 December at the University of Seville (Spain). This congress was organized by the Queen Mary University of London jointly with the University of Seville. The topic of the congress was the focus of debated among the 1.500 participants around the world.

In the picture, some members of our project (Juan M. Rodriguez-Poo, Jose M. Sarabia, Alexandra Soberon and Luis A. Arteaga-Molina) appear together with the Professors Wenceslao González Manteiga (University of Santiago de Compostela), Manuel Febrero (University of Santiago de Compostela), Ricardo Cao (University of A Coruña) and Winfried Stute (University of Giessen).

Specifically, in his meeting our research team participated with lectures:

  • “An omnibus specification test of conditional asset pricing models” presented by Juan M. Rodriguez-Poo.
  • “Empirical likelihood based inference for fixed effects varying-coefficient panel data models” presented by Luis A. Arteaga-Molina.
  • “Some classes of univariate and multivariate beta-generated distributions to model financial data” presented by Jose M. Sarabia.
  • “Assessing skewness, kurtosis and normality in linear mixed models” presented by Alexandra Soberon.
  • “Empirical evaluation of overspecified asset pricing models” presented by Francisco Peñaranda.