Apologies for cross-posting.
The Conference "Frontiers in Time Series Analysis" will be held in Olbia,
Italy, on 29-31 May, 2005.
The aim of the conference is to encourage exchange of ideas and discussion
between scholars in various fields of time series analysis. It will
consist of 4 sessions, each one introduced by an invited speaker who will
deliver a lecture on present developments within a specific topic area.
The four invited speakers are:
- Robert Engle (Nobel Prize 2003 in Economics, Stern School of Business,
New York University): Financial Market Volatility
- Siem Jan Koopman (Vrije Universiteit Amsterdam and Tinbergen Institute):
State Space Models
- Jean-Pierre Urbain (Universiteit Maastricht): Panel Cointegration
- Jesus Gonzalo (Universidad Carlos III de Madrid): Long Memory and
Nonlinear Time series
Further details can be found at: http://www.uniolbia.it/frontier
You are invited to submit a paper before February 18, 2005 by e-mail to:
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On behalf of the organizing committee,
Gianluca Cubadda
Dipartimento SEFeMQ,
Universita' di Roma "Tor Vergata"
Via Columbia 2, 00133 Roma - Italy
Tel. +39 06 7259 5847
Fax. +39 06 2040219
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