Research News
Conference QFFE 2025
Prof. Halbleib co-organizes the international Conference and Spring School Quantitive Finance and Financial Econometrics in Marseille (France). The Conference and the Spring School will take place on June 3-6, 2025.
Invited Session by CFE 2024
Prof. Halbleib will organize the invited session "New developments in financial econometrics" at the 18th International Conference on Computational and Financial Econometrics (CFE) from December 14 to December 26, 2024 in London, United Kingdom.
Paper of Prof. Halbleib accepted in JOD
The Paper Exploiting the Gap Between Implied and Realized Volatility written by Roxana Halbleib, Javdat Umarov and Eva Luetkebohmert-Holtz has been accepted for publication in the Journal of Derivatives (JOD).