JiscMail Logo
Email discussion lists for the UK Education and Research communities

Help for ECONOMETRIC-RESEARCH Archives


ECONOMETRIC-RESEARCH Archives

ECONOMETRIC-RESEARCH Archives


ECONOMETRIC-RESEARCH@JISCMAIL.AC.UK


View:

Message:

[

First

|

Previous

|

Next

|

Last

]

By Topic:

[

First

|

Previous

|

Next

|

Last

]

By Author:

[

First

|

Previous

|

Next

|

Last

]

Font:

Proportional Font

LISTSERV Archives

LISTSERV Archives

ECONOMETRIC-RESEARCH Home

ECONOMETRIC-RESEARCH Home

ECONOMETRIC-RESEARCH  March 2008

ECONOMETRIC-RESEARCH March 2008

Options

Subscribe or Unsubscribe

Subscribe or Unsubscribe

Log In

Log In

Get Password

Get Password

Subject:

Computational and Financial Econometrics (CFE'08)

From:

Cristian Gatu <[log in to unmask]>

Reply-To:

Cristian Gatu <[log in to unmask]>

Date:

Mon, 3 Mar 2008 14:46:24 +0200

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (88 lines)

SECOND ANNOUNCEMENT

2nd International Workshop on
Computational and Financial Econometrics (CFE'08)
19-21 June 2008, Neuchâtel, Switzerland
URL: http://www.dcs.bbk.ac.uk/cfe08/

Organized in co-operation with the
"International Association for Statistical Computing (IASC)",
"Society for Computational Economics" and
ERCIM Working Group on "Computing & Statistics"

Main sponsor:
   Journal of "Computational Statistics & Data Analysis", Elsevier.
   (The Official Journal of the  IASC)

Computational and financial econometrics have been of interest for a
wide variety of researchers in economics, finance, statistics,
mathematics and computing. Financial time series analyses focus on
asset valuations over time with emphases on option pricing, volatility
measurement, and modelling market microstructure effects. Apart from
theoretical developments, financial time series analyses also have a
high empirical content. The computational aspects of such analyses are
of crucial importance since one typically deals with high-dimensional
problems and large numbers of observations. Existing algorithms often
do not utilize the best computational techniques for efficiency,
stability, or conditioning. Furthermore, environments for conducting
econometrics are inherently computer based. Integrated econometrics
packages have grown well over the years, but still have much room for
development.

The CSDA has published several special issues on Computational and
Financial Econometrics that have addressed computational and numerical
methods used in solving theoretical and practical issues associated
with econometric algorithms, the impact of computing on econometrics,
specific applications involving computing and econometrics, and data
analytic methods in finance. These special issues indicate the
importance of computing in econometrics and highlight research
opportunities that exist in this discipline.

This workshop invites presentations that contain computational or
financial econometric components. The organization of sessions and
minisymposia are encouraged.

Publication:

Papers containing strong computational statistical or econometric
components or substantive data-analytic elements will be considered
for publication in a peer-reviewed special issue of the journal
Computational Statistics & Data Analysis.

Keynote Speakers:
o Oliver Linton, London School of Economics and Political Science, UK
o Herman Van Dijk, Erasmus University Rotterdam, The Netherlands

Co-Chairs:
   A. Amendola, D. Belsley, E.J. Kontoghiorghes and M. Paolella

International Program Committee: G. Barone-Adesi (CH), L. Bauwens
(BE), M. Binder (GE), S. Boyarchenko (NL), C. Chen (TW), J. Coakley
(UK), C. Croux (BE), R. Davidson (CA), I. Demetriou (GR), K. Fokianos
(CY), P. Foschi (IT), C. Francq (FR), A.-M. Fuertes (UK), G. Gallo
(IT), M. Gilli (CH), Z. Hlavka (CZ), M. Juillard (FR), G. Kapetanios
(UK), D. Kuhn (UK), L. Khalaf (CA), C. Kleiber (CH), O. Linton (UK),
A. Luati (IT), T. Lux (GE), J. MacKinnon (CA), D. Maringer (UK),
S. Mittnik (GE), I. Moustaki (GR), Y. Omori (JP), M. Ooms (NL),
S. Paterlini (IT), D.S.G. Pollock (UK), Z. Psaradakis (UK),
T. Proietti (IT), M. Riani (IT), E. Ruiz (ES), B. Rustem (UK),
W. Semmler (GE), M. Schroeder (GE), O. Scaillet (CH), S. Siokos (UK),
G. Storti (IT), H.K. Van Dijk (NL), M. Wagner (AT), J. Walde (AT),
P. Winker (GE), A. Zeileis (AT), Z. Zhang (USA), M. Wolf (CH).

Important dates:

Submission of 1-page abstracts:   30 April 2008
Notification of decision:         7  May 2008
Workshop:                      19-21 June 2008
Submission of full papers:        30 July 2008
Notification of decision:         15 November 2008
Final papers:                     30 January 2009

Single page plain text abstracts should be submitted electronically
before the deadline. (http://www.dcs.bbk.ac.uk/cfe08)

For further information please contact: [log in to unmask]

The workshop will take place jointly with the ERCIM working Group
meeting on Computing & Statistics (http://www.dcs.bbk.ac.uk/ercim08).

Top of Message | Previous Page | Permalink

JiscMail Tools


RSS Feeds and Sharing


Advanced Options


Archives

November 2018
October 2018
September 2018
August 2018
July 2018
June 2018
May 2018
April 2018
March 2018
February 2018
January 2018
December 2017
November 2017
October 2017
September 2017
August 2017
July 2017
June 2017
May 2017
April 2017
March 2017
February 2017
January 2017
December 2016
November 2016
October 2016
September 2016
August 2016
July 2016
June 2016
May 2016
April 2016
March 2016
February 2016
January 2016
December 2015
November 2015
October 2015
September 2015
August 2015
July 2015
June 2015
May 2015
April 2015
March 2015
February 2015
January 2015
December 2014
November 2014
October 2014
September 2014
August 2014
July 2014
June 2014
May 2014
April 2014
March 2014
February 2014
January 2014
December 2013
November 2013
October 2013
September 2013
August 2013
July 2013
June 2013
May 2013
April 2013
March 2013
February 2013
January 2013
December 2012
November 2012
October 2012
September 2012
August 2012
July 2012
June 2012
May 2012
April 2012
March 2012
February 2012
January 2012
December 2011
November 2011
October 2011
September 2011
August 2011
July 2011
June 2011
May 2011
April 2011
March 2011
February 2011
January 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
June 2010
May 2010
April 2010
March 2010
February 2010
January 2010
December 2009
November 2009
October 2009
September 2009
August 2009
July 2009
June 2009
May 2009
April 2009
March 2009
February 2009
January 2009
December 2008
November 2008
October 2008
September 2008
August 2008
July 2008
June 2008
May 2008
April 2008
March 2008
February 2008
January 2008
December 2007
November 2007
October 2007
September 2007
August 2007
July 2007
June 2007
May 2007
April 2007
March 2007
February 2007
January 2007
2006
2005
2004
2003
2002
2001
2000
1999
1998


JiscMail is a Jisc service.

View our service policies at https://www.jiscmail.ac.uk/policyandsecurity/ and Jisc's privacy policy at https://www.jisc.ac.uk/website/privacy-notice

Secured by F-Secure Anti-Virus CataList Email List Search Powered by the LISTSERV Email List Manager