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Corso SiDE "Financial Econometrics: Risk Modeling and Forecasting"

SiDE Postgraduate course - Financial Econometrics: Risk Modeling and Forecasting (Bertinoro, 28 giugno - 4 luglio 2026)

HYBRID MODE - Bertinoro, 28 June - 4 July 2026
The course aims to provide the fundamentals of financial econometrics and covers financial time series modeling and forecasting, including recent developments in high-frequency econometrics, portfolio analysis and optimization, risk measurement, and the evaluation of volatility and risk forecasts. Lectures are associated with working sessions in R and Matlab.
Instructors: Alessandra Amendola (University of Salerno), Vincenzo Candila (University of Salerno), Massimiliano Caporin (University of Padua), Demetrio Lacava (University of Messina).
Organization: The postgraduate courses organized by the Italian Econometric Association (SIdE) welcomes master students, PhD students and researchers who are interested in learning state-of-the-art and recent developments in the field.
The module will last one week and will be held in HYBRID MODE. The venue is at the University Residential Centre, Via Frangipane 6, 47032 Bertinoro (FC). Participants will be hosted in the Centre guest quarters. The registration fees include full accommodation.
 
Further information at: info@side-iea.it

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