Financial and Econometrics Modelling using OxMetrics

FREE SEMINAR

19 April 2004
Johann Wolfgang Goethe-University (Campus Bockenheim), Room 120B, Mertonstrasse 17-21, Frankfurt am Main, Germany

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OxMetrics™ is a software package providing an integral solution for those working in applied mathematical and statistical modelling, with an emphasis on econometric modelling of financial and time-series data, but also cross section and panel data. OxMetrics' modules have been developed by senior academic professors and researchers working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:

• Latest developments in financial and econometrics modelling techniques (e.g. volatility, regime switching modelling)
  
• Easy integration with an organisations' existing systems
  
• World-wide support and training
  
• Low cost solution.
  

For further details on OxMetrics visit the OxMetrics Web.

Timberlake Consultants Ltd, the distributor and publisher of the OxMetrics, would like to invite you to attend a one-day seminar, in Frankfurt, concentrating on the use of OxMetrics in Financial Modelling, Econometrics and Forecasting.

Seminar Theme: Advances in time series, forecasting and software engineering are continuously being introduced. These advances provide major breakthroughs in the modelling of time series with easy-to-use object-oriented software. The seminar aims to introduce participants to the OxMetrics software, drawing special attention to modules for data mining, modelling stochastic volatility, time series analysis and integrating the OxMetrics code with existing Corporate applications. One user will be presenting a paper about the use of PcGets in his work. Demonstrations are part of each presentation. Books and papers on the subject are displayed for consultation during breaks.

Who should attend - The seminar is aimed at forecasters and researchers in:

• Financial Modelling/ Arbitrage Trading
  
• Quantitative Investment Management
  
• Risk Management
  
• Derivatives Trading
  
• Investment Management
  
• Economic Research/ Model Building
  
• IT integrators
  
• Teachers and Researchers in Academic Institutions
  

The seminar is free of charge and includes luncheon. You may want to attend part of or the full day. The number of places is limited and early registration is highly recommended. For details on location click here.

Speakers
OxMetrics Developers:
Dr. Jurgen Doornik is the managing director of OxMetrics Technologies Ltd. and Research Fellow at Nuffield College, Oxford. He is the originator of the Ox Object-Oriented Programming language, and contributed to many Ox packages (including the Arfima package) and works with David Hendry on PcGive. He has published papers in the Econometrics Journal, Journal of Economic Surveys, and Scottish Journal of Political Economy. http://www.nuff.ox.ac.uk/users/doornik/
http://www.pcgive.com/

Prof. Dr. Siem Jan Koopman is a Professor in Econometrics at the Free University of Amsterdam. He gained his Ph.D. (from LSE) in 1992. He has published papers in Biometrika, JASA, J Business and Economics Statistics, and J Royal Statistical Society Serie B. He is a member of the editorial board of the J Applied Econometrics. He is main contributor to the STAMP module and developed the Ox package SsfPack.
http://www.econ.vu.nl/koopman/
http://stamp-software.com
http://www.ssfpack.com/

OxMetrics Users
Dr. Andreas Beyer works for the European Central Bank in the DG-Research Division.

Seminar Programme
(may be subject to change)

Discussion

17.00-Close

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