GConferenceGridThe Conference Catalogue · Vol. 2026Folio № E99563
Finance & Banking

Vienna-Copenhagen Conference on Financial Econometrics 2026

T

he 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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3Voices
2Underwriters
0Exhibitors
18On the bill · sessions
5Companies · in total
§I

The Voices

Programmed at Vienna-Copenhagen, in alphabetical order.
Lasse Heje Pedersen
Professor of Finance and Director of the Center for Big Data in Finance (BIGFI) · Copenhagen Business School
Michael Wolf
Professor of Econometrics and Applied Statistics · University of Zurich and ADIA Lab
Shuping Shi
Professor · Macquarie University
§II

Underwritten By

The houses behind the program. Tiers as disclosed.
Department of Economics, University of Copenhagen
Department of Statistics and Operations Research, University of Vienna
§III

The Programme

Selected from 18 sessions on the bill.
  • August 13, 2026 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

  • August 13, 2026, 14:00 - 15:00

    Keynote Session I: The Power of the Common Task Framework

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

    Forecasting: A Kernel Score Perspective on Forecast Disagreement and the Linear Pool

    Forecasting
Intermission
Part the Second · For the Buyer

An audience of 5 companies, parsed from the program.

“Five 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.

№ 01Fig. 01 — Composition of the House
0All threespeak · spons · exh
2Sponsoringsponsor only
0Exhibitingexhibitor only
3Speakingspeaker only
№ 02Fig. 02 — The Voices, by Seniority

33% of the speakers carry senior titles — C-suite, Founder, VP, or Director-level.

  • Director / Head of133%
  • Other roles267%

Of 3 on the bill · classified by free-text title

№ 03Fig. 03 — The Heaviest in the Room
  1. 01Department of Economics, University of CopenhagenSp
  2. 02Department of Statistics and Operations Research, University of ViennaSp
  3. 03Copenhagen Business School1V
  4. 04Macquarie University1V
  5. 05University of Zurich and ADIA Lab1V
№ 04Fig. 04 — By Tier
unspecified2
100% of 2