1. 声明：本帖大部分资料均可以在暑期学校的网站上免费下载，网址为：http://wise.xmu.edu.cn/2009summerschool/index.asp，请不喜欢支付流量费的同学自行去网站上下载

2. 资料清单：

（1）讲座PPT，相关论文；
（2）主讲人简介。

3. 讲座具体安排：

讲座1
Extremes, Joint Extremes and Copulae

演讲者: Wolfgang Karl Härdle,
德国洪堡大学统计学和金融学教授

讲座2
Implied Volatility and Risk Management

演讲者: Wolfgang Karl Härdle

讲座3
Fractional Model in Econometrics and Finance

演讲者: Giovanni Urga, 英国伦敦城市大学金融学教授

讲座4
Dynamic Conditional Correlation (DCC) Models with Normal and Non-normal Distributions

演讲者: Giovanni Urga

讲座5
CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads

演讲者: Giovanni Urga, Professor and Director of Center for Financial Econometrics, CASS School of Business, London, UK

讲座6
A Primer of Nonparametric Econometrics and Their Applications to Economics and Finance--I

演讲者: 蔡宗武，美国北卡罗莱那大学和厦门大学统计学和经济学教授

讲座7
A Primer of Nonparametric Econometrics and Their Applications to Economics and Finance--II

演讲者: 蔡宗武

讲座8
Selecting Copula in Risk Management

演讲者: 蔡宗武

讲座9
Economic Foundation of Modern Econometrics

演讲者: 洪永淼，美国康奈尔大学和厦门大学经济学和统计学教授

讲座10
Regression and Volatility Models with Smoothly Time-Varying Coefficients

演讲者: 洪永淼

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