The Vienna-Copenhagen Conference on Financial Econometrics takes place August 13-15 2026 in Vienna, Austria.
It is organized by the Department of Statistics and Operations Research of the University of Vienna and supported by the Department of Economics of the University of Copenhagen.
The aim of the conference is to bring together researchers and practitioners working on theoretical, methodological and empirical aspects of financial econometrics, statistics, applied mathematics and quantative economics. Topics of interest include, but are not limited to risk measurement and management, asset pricing, financial forecasting. high-frequency statistics, market microstructure, derivatives as well as machine learning, among others.
This event continues a long-standing trandition of high-level scientific meetings on financial econometrics and statistics, building on the success of the previous conferences held in Copenhagen (2022) and Vienna (2017) and formerly alternating between Berlin and Copenhagen.