33rd (EC)^2 Conference

December 9-10, 2022

Paris, France

Econometrics of High Frequency Data & Factor Models

European Conferences of the Econom[etr]ics Community

Presided by Frank Kleibergen (University of Amsterdam)

Submissions must be made through this link on ConferenceMaker


Submission deadline: Sep 25th

Announcement of acceptance: Oct 17th


ESSEC Business School, Executive Education Campus (Google Map)

access via Metro Line 1 or RER A Grande Arche de la Défense

Program Chair

Eric Renault (University of Warwick)

Keynote Speakers

Serena Ng (Columbia University)

Silvia Gonçalves (McGill University)

Patrick Gagliardini (University of Lugano)

Per Mykland (University of Chicago) [Econometric Theory Lecture]

Local Organizers

Guillaume Chevillon (ESSEC Business School)

Jeroen Rombouts (ESSEC Business School)

Francesco Violante (ENSAE-CREST)

Program Committee

Marine Carrasco (Université de Montréal)

Catherine Doz (Paris School of Economics)

Nikolaus Hautsch (Universität Wien)

Cesare Robotti (University of Warwick)

Fabio Trojani (University of Geneva & Swiss Finance Institute)

Bas Werker (Tilburg University)

Dacheng Xiu (University of Chicago)

Jean Michel Zakoian (ENSAE-CREST)

Special Issue of the Journal of Financial Econometrics

Conference Venue (link to follow)



EC-squared is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym (EC)^2 stands for the European Conferences of the Econom[etr]ics Community. Its main aim is to maintain and extend an adequate forum for both senior and junior European researchers in quantitative economics and econometrics to discuss the progress and results of their research. The conferences are scheduled in the middle of December and last for 2 or 3 days. They are of relatively small scale (less than 100 participants) and are very intensive.

Each year a different topic of interest is selected as the major theme of the conference. A few leading quantitative economists or econometricians are invited as keynote speakers; the other speakers are selected on the basis of submitted papers, and several participants act as invited discussant. Between sessions of the plenary programme there may be poster sessions, probably with computer demonstrations and round-table discussions. There are no parallel sessions. Although only few participants can perform at the plenary sessions usually most participants do present their research at one of the other conference activities.