Finance & Banking

2026 Vienna-Copenhagen Conference on Financial Econometrics

This edition has ended

2026 Vienna-Copenhagen Conference on Financial Econometrics ran Aug 13–15, 2026 at Oskar-Morgenstern-Platz 1 in Vienna, Austria. It is a Finance & Banking conference. ConferenceGrid lists 35 speakers, 6 sponsors and 40 sessions. Dates for the next edition are not announced yet.

Lineup updated Oct 15, 2026 · dates verified May 4, 2026

The Vienna-Copenhagen Conference on Financial Econometrics 2026 aims to bring together researchers and practitioners in theoretical, methodological and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include risk measurement and management, asset pricing, financial forecasting, high-frequency s…

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35Speakers
6Sponsors
40Sessions
33Companies · in total

Speakers

Programmed at 2026, in alphabetical order.

Agostino Capponi
Columbia University
Anders Rahbek
University of Copenhagen
Brandon Yueyang Han
University of Maryland
Can Gao
University of St. Gallen
Christian Skov Jensen
University of Copenhagen
Eben Lazarus
University of California, Berkeley
Fabian Krüger
Karlsruhe Institute of Technology
Jeannine Polivka
University of St. Gallen
Jérémy Leymarie
Clermont School of Business
Jonas F. Frederiksen
University of Copenhagen
Lasse Heje Pedersen
Professor of Finance and Director of the Center for Big Data in Finance (BIGFI) · Copenhagen Business School
Lukas Bauer
University of Freiburg
Matthew Greenwood-Nimmo
University of Melbourne
Matthias Fengler
University of St. Gallen
Maurizio Daniele
ETH Zürich
Mehmet Caner
North Carolina State University
Michael Wolf
Professor of Econometrics and Applied Statistics · University of Zurich and ADIA Lab
Mihailo Stojnic
Columbia University
Mohammed Kaddouhah
Swansea University
Muneya Matsui
Nanzan University
Nikolaus Hautsch
University of Vienna
Oliver Ledoit
University of Zurich

Sponsors

The companies behind the program. Tiers as disclosed.

Department of Economics, University of Copenhagen
Department of Statistics and Operations Research, University of Vienna
LOBSTER
MDV
Oesterreichische Nationalbank
Wiener Börse

Agenda

Selected from 40 sessions.

  • August 13, 2026 13:00 - 13:50

    Registration

  • August 13, 2026 13:50 - 14:00

    Opening

  • August 13, 2026 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

    Keynote Session I
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: A FOMO-based Capital Asset Pricing Model

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: Pricing News and No News with Heterogeneous Beliefs

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Asset Pricing: The Cyclicality of Risk and Risk Premia

    Asset Pricing
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation: Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators

    Covariance Estimation
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation: Proxy-identification of a structural MGARCH model for asset returns

    Covariance Estimation
  • August 13, 2026 15:30 - 17:00

    Covariance Estimation: Spot Regressions with Candlesticks

    Covariance Estimation

Quick answers

When is 2026 Vienna-Copenhagen Conference on Financial Econometrics?
2026 Vienna-Copenhagen Conference on Financial Econometrics ran Aug 13–15, 2026 at Oskar-Morgenstern-Platz 1 in Vienna, Austria.
Where is 2026 Vienna-Copenhagen Conference on Financial Econometrics held?
2026 Vienna-Copenhagen Conference on Financial Econometrics was held at Oskar-Morgenstern-Platz 1 in Vienna, Austria.
Who is speaking at 2026 Vienna-Copenhagen Conference on Financial Econometrics?
ConferenceGrid lists 35 speakers, including Agostino Capponi (Columbia University), Anders Rahbek (University of Copenhagen) and Brandon Yueyang Han (University of Maryland).
Who sponsors 2026 Vienna-Copenhagen Conference on Financial Econometrics?
ConferenceGrid lists 6 sponsors, including Department of Economics, University of Copenhagen, Department of Statistics and Operations Research, University of Vienna, LOBSTER, MDV and Oesterreichische Nationalbank.
Company intelligence

An audience of 33 companies, parsed from the program.

33 companies in attendance.

The numbers below are derived from the speakers, sponsors, and exhibitors on this page, cross-referenced into one ledger. They are the only thing here that 10times.com cannot tell you.

Who's in the room
0All threespeak · spons · exh
6Sponsoringsponsor only
27Speakingspeaker only
Speakers by seniority

3% of the speakers carry senior titles: C-suite, Founder, VP, or Director-level.

  • Director / Head of13%
  • Other roles3497%

Of 35 speakers · classified by free-text title

Most-represented companies
#CompanyRolesSpeakers
1University of Copenhagen4
2Department of Economics, University of CopenhagenSponsor-
3Department of Statistics and Operations Research, University of ViennaSponsor-
4LobsterSponsor-
5MDVSponsor-
6Oesterreichische NationalbankSponsor-
7University of St. Gallen3
8Wiener BörseSponsor-
9Columbia University2
10LOBSTER Data Tech. & Sci. Ltd., First Fortune Trading Tech. Ltd.2
11University of Melbourne2
12Clermont School of Business1
13Copenhagen Business School1
14CUNEF Universidad1
Sponsors by tier
unspecified6
100% of 6