AMSE organizes the 6th QFFE (Quantitative Finance and Financial Econometrics). The International Conference will be held on June 6-7, and the Spring School on June 4-5.

The QFFE 2024 has received support from SoFiE (The Society for Financial Econometrics).

Submissions on the following topics are welcome: Big-data in finance; Empirical finance; High-frequency data; New methods in quantitative finance; Time series forecasting; Volatility and risk modelling.

The Spring School, on June 4 and 5, will welcome 2 lecturers:

• Federico BANDI, Johns Hopkins University
  Spectral asset pricing
• Silvia GONCALVES, McGill University
  Bootstrap methods under serial and cross sectional dependence

The International Conference, on June 6 and 7, will welcome 2 keynote speakers:

• Federico BANDI, Johns Hopkins University
• Silvia GONCALVES, McGill University

and 2 guest speakers:

• Julia SCHAUMBURG, Vrije Universiteit Amsterdam
• Shuping SHI, Macquarie University

QFFE 2023: June 6 to June 9, 2023
QFFE 2022: June 14 to June 17, 2022 
QFFE 2020: June 2 to June 5, 2020 - cancelled due to COVID
QFFE 2019: June 3 to June 7, 2019
QFFE 2018: May 28 to June 1, 2018

Do not hesitate to contact us for any question or special request concerning the event at qffe@amse-aixmarseille.fr.