Easter School in Econometrics 7th-11th April 2001 Nuffield College, University of Oxford

Aim of the Royal Economic Society Easter School in Econometrics:
The school is intended primarily for advanced post-graduate students, but is also open to recently-appointed members of the teaching and research staff. The purpose is to enable participants to become acquainted with the latest developments in the selected field of economics, to have the opportunity for study and discussion with two leading authorities in this field, and to meet other graduate students.

Local organizers:
David F Hendry, Bent Nielsen, Neil Shephard.

Content:
Lectures by Enrique Sentana:
Econometrics of testing asset pricing models

• The econometrics of portfolio and stochastic discount factor mean-variance frontiers
• Tests of asset pricing theories

• Lévy processes in financial economics and option pricing
• Stochastic and realised volatility

Program:

	Friday	Saturday	Sunday		Monday	Tuesday	Wednesday	Thursday
8.30-9		Breakfast at Somerville, Hall		8-9	Breakfast at Somerville, Hall
9.15-10.45		Lectures by Sentana LLR		9-10.30	Lectures by Sentana LLR
10.45-11.15		Coffee Hall		10.30-11	Coffee Hall
11.15-12.45		Lectures by Shephard LLR		11-12.30	Lectures by Shephard LLR
12.45-2		Self Service Hall	Sandwich Hall	12.30-2	Self Service Hall	Self Service Hall	Sandwich Hall
2-3		Classes by Sentana LLR		2-3	Classes by Sentana LLR	Classes by Shephard LLR	Classes by Sentana LLR
3-3.30		Tea Hall	Tea Hall	3-3.30			Tea Hall
3.30-4.30		Classes by Shephard LLR		3.30-4	Tea Hall	Tea Hall	Classes by Shephard LLR
				4-4.30	Presentations LLR	Presentations LLR
4.30-6				4.30-6
7	Reception Somerville, MTC	Liaison, Castle Street	Dinner Somerville, Hall	7	Dinner Somerville, Hall

Venues: Nuffield: LLR: Large Lecture Room & Somerville: MTC: Margaret Thatcher Centre,

Venue:
All lectures will take place in Nuffield College whereas the accommodation is organised at Somerville College. These Colleges are about 10 minutes walk apart. Information on travel to Oxford and Nuffield and to Somerville.

Registration:
The school is intended primarily for ph.d. students and recent ph.d. candidates from all of the European Union. Participants are encouraged to join the Royal Economic Society. Currently the Society has an offer to new student members with a membership rate for the first three years of only £22.50 !
Funded places are available for 20 participants. The funding covers (nearly all) meals, accommodation, and APEX travel up to £100.
There is limited number of non-funded places where the participants have to pay either (i) conference, accommodation and meals from Friday evening to Wednesday afternoon (£320), or (ii) conference, accommodation and meals from Friday evening to Wednesday afternoon, and B&B Wednesday night (£355)
In addition there is a fee of £1000 for non-academic participants and £150 for participants who are not members of the Royal Economic Society.
The Application for registration should contain c.v. and a brief description of research area. Applications should be submitted not later than 15 February 2001 to

	Maxine Collett
	Nuffield College
	OX1 1NF, UK
	maxine.collett@nuffield.ox.ac.uk

There is no application form, but if you wish to apply for a funded place your application should be supported by a letter of reference from your supervisor if you are a student and otherwise from the Head of Department. The letter of recommendation should be sent directly to Maxine Collett.

Some useful links:
The Econometrics Journal, Econometrics Links, RES Easter School in Economics at Birmingham, Oxford's Econometrics Research Group
Royal Economic Society, Nuffield College, Somerville College, Department of Economics, University of Oxford, Future & Past Easter Schools.