10th International Conference on
Computational and Financial Econometrics (CFE 2016)
9-11 December 2016, University of Seville, Spain
http://www.cfenetwork.org/CFE2016
Extended deadline to submit an abstract: 12th of September 2016
Submit an abstract at
http://cfenetwork.org/CFE2016/submission.php
Keynote Speakers:
o Jean-Marie Dufour, McGill University, Canada.
o Helmut Lutkepohl, Freie Universitat Belin, Germany.
o Jean Jacod, Université Paris 6 Pierre et Marie Curie, France.
Co-Chairs: Peter Boswijk, Jianqing Fang, Alain Hecq and Michael Smith.
Scientific Programme Committee Members:
Alessandra Amendola, Ansgar Belke, Monica Billio, Josep Lluis
Carrion-i-Silvestre, Roberto Casarin, Veronika Czellar, Serge
Darolles, Manfred Deistler, Jean-David Fermanian, Sylvia
Fruehwirth-Schnatter, Markus Haas, Marc Hallin, Matthew Harding, Jan
Jacobs, Menelaos Karanasos, Daniel Kaufmann, Robert Kunst, Degui Li,
Marco Lippi, Zudi Lu, Luis Filipe Martins, Gian Luigi Mazzi, Tucker
McElroy, J Isaac Miller, Bent Nielsen, Yasuhiro Omori, Christopher
M. Otrok, Michael Owyang, Gareth Peters, Michael Pitt, Stephen
Pollock, Tommaso Proietti, Artem Prokhorov, Anders Rahbek, Francesco
Ravazzolo, Jeroen Rombouts, Eduardo Rossi, Christos Savva, Willi
Semmler, Laura Spierdijk, Giuseppe Storti, Jonathan Stroud, Genaro
Sucarrat, Jean-Pierre Urbain, Shaun Vahey, Helena Veiga, Carlos
Velasco, Helga Wagner, Martin Wagner, Toshiaki Watanabe and Peter
Winker
International Organizing Committee:
Ana Colubi, Erricos Kontoghiorghes, Herman Van Dijk, M. Dolores
Jimenez-Gamero, Stella Hadjiantoni, George Loizou
Supported and organized by University of Seville, Queen Mary
University of London, Birkbeck University of London, CFEnetwork and
CMStatistics.
Main sponsors:
Journal of "Econometrics and Statistics", Elsevier
http://www.elsevier.com/locate/ecosta
Journal of "Computational Statistics & Data Analysis", Elsevier
http://www.elsevier.com/locate/csda
Important dates:
Contributed abstract submission: 12 September 2016
Tutorials: 8 December 2016
Winter course: 6-7 December 2016
Conference: 9-11 December 2016
Tutorials are given by Elvezio Ronchetti and Jean-Marie Dufour. A
Winter Course on robust methods will be given by Mia Hubert, Peter
Rousseeuw and Stefan Van Aelst.
A list of invited and organized sessions can be found at the
conference's web site:
http://www.cfenetwork.org/CFE2016/invited.php
This conference invites oral and poster presentations that contain
computational or financial econometric components. The joint
conference CFE-CMStatistics has gathered over 1600 participants in the
last edition.
Computational and financial econometrics comprise a broad field that
has clearly interested a wide variety of researchers in economics,
finance, statistics, mathematics and computing. Examples include
financial time series analyses that focus on efficient and robust
portfolio allocations over time, asset valuations with emphases on
option pricing, volatility measurements, models of market
microstructure effects and credit risk.
Publication: papers containing strong innovative elements can
be submitted for publication in a special peer-reviewed, or regular,
issue of the Journal "Econometrics and Statistics".
The meeting will take place jointly with the 9th International
Conference of the ERCIM WG on Computational and Methodological
Statistics (CMStatistics 2016):
http://cmstatistics.org/CMStatistics2016/
For further information please contact: [log in to unmask]
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