CFP
HFFE 2018: Frontiers in High-Frequency Financial Econometrics Scuola Normale Superiore Pisa, Italy, September 28-29, 2018 |
Conference website | https://www.hffe2018sns.com/ |
Submission link | https://easychair.org/conferences/?conf=hffe2018 |
Submission deadline | June 18, 2018 |
Registration deadline | August 15, 2018 |
Topics: high frequency finance econometric modeling volatility and liquidity market microstructure analysis
The workshop “Frontiers in High-Frequency Financial Econometrics” aims to bring together scholars from financial econometrics and mathematical finance to present latest results on the following topics:
- Realized (co)variance estimation and forecasting
- Dynamic dependencies in high-frequency data
- High-frequency finance
- Liquidity
- Price discovery
- Market microstructure analysis
The workshop will provide an opportunity for participants engaged in research at the forefront of this area to discuss recent developments in the area and suggest fruitful directions for future research.
Submission Guidelines
We accept submission for contributed talks and posters. In your submission, please indicate your preference for one:
- Contributed talk
- Poster session
Both papers and extented abstracts (min 3 pages) are accepted for presentation.
Committees
Program Committee
- Giacomo Bormetti, University of Bologna
- Fulvio Corsi, University of Pisa, City University of London
- Fabrizio Lillo, University of Bologna
- Maria Elvira Mancino, University of Florence
- Stefano Marmi, Scuola Normale Superiore
- Davide Pirino, University of Rome - Tor Vergata
- Roberto Renò, University of Verona
Organizing committee
- Giuseppe Buccheri, Scuola Normale Superiore
- Giulia Livieri, Scuola Normal Superiore
- Daniele Tantari, Scuola Normale Superiore
- Luca Trapin, Scuola Normale Superiore
Invited Speakers
- Yacine Ait Sahalia, Princeton University
- Nikolaus Hautsch, University of Vienna
- Andre Lucas, VU, University Amsterdam
- Mathieu Rosenbaum, Ecole Polytechnique
Venue
Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa (Italy)
Contact
All questions about submissions should be emailed to hffe.workshop@gmail.com