Conference on

'Individual Decision Making, High Frequency Econometrics and

Limit Order Book Dynamics'

Took place on 24 and 25 September 2009

To download available papers visit the conference programme.

View a slideshow of our event.

The Financial Econometrics Research Centre (FERC), which started work January 1st 1998, has the following objectives:

• The generation of first class research in empirical finance; both in the development of statistical methods of financial econometrics and their application to financial markets
• An equally important objective is to provide a forum for the transfer of ideas between practitioners and academics. In part this will be achieved through explicit training courses but also through the normal channels of publication and specifically designed conferences.
• The Centre will seek to create a focus for existing research, to become a recognised centre for research excellence within Europe and to provide a co-ordinating role for Financial Econometrics within UK

Director:
Professor Mark Salmon
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Deputy Director:
Dr Ingmar Nolte
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Enquiries:
+44 (0)24 76575220