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Modelling Financial Time Series with OxMetrics™
FREE SEMINAR coorganised by the Graduate School of Economics Higher School of Commerce and International Finance and PRMiA (The Professional Risk Managers' Association) at Bankers Club (Klub Bankowca), ul. Smolna 6, Warsaw, Poland 12 September 2003 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:
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 Warsaw, concentrating on the use of OxMetrics in Financial Modelling 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 financial applications. Books and papers on the subject are displayed for consultation during breaks. Who should attend - The seminar is aimed at forecasters and researchers in:
The seminar is free of charge and includes luncheon and refreshments. 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, please contact Timberlake Consultants Polska Chairman Prof Marek Gruszczyñski ( GSE HSCIF, Warsaw) Speakers Prof. Dr. Siem Jan Koopman (Free University of Amsterdam) Prof Tadeusz Kufel (UMK, Toruñ) Seminar Programme 14.30 Coffee and Registration 15.00 Welcome 15.15 General to Specific and Congruent Modeling using Oxmetrics (PcGets) and discussion 16.00 Coffee break 16.20 Introduction to unobserved components and GiveWin/STAMP 17.10 Questions and discussion 17.40 Tea 18.00 Illustrations and Applications in Economics and Finance 19.15 Introduction of State Space Methods for Time Series Analysis Using Ox/SsfPack 20.00 Close |
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