Computational and Financial Econometrics (CFE 2013), London, UK
7th International Conference on
Computational and Financial Econometrics (CFE 2013)
14-16 December 2013, Senate House, University of London, UK
Supported and organized by the London School of Economics, Queen Mary,
University of London, and Birkbeck University of London.
Journal of "Computational Statistics & Data Analysis", Elsevier.
Annals of Computational and Financial Econometrics
o Richard J Smith, University of Cambridge, UK
o Herman K. van Dijk, Erasmus University Rotterdam, The Netherlands
o Marc Hallin, Université Libre de Bruxelle, Belgium
Co-Chairs: Jean-Marie Dufour, John Galbraith, Michel Juillard, Gary
Koop and Stefan Mittnik
Scientific Programme Committee Members:
A. Amendola, L. Bauwens, M. Billio, C.W.S. Chen, C. Franq,
A.-M. Fuertes, D. Guegan, A. Harvey, M. Haas, A. Hecq, J. Hidalgo,
L. Khalaf, S.J. Koopman, J. Maheu, Y. Omori, M.H. Pesaran,
C. Pigorsch, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, M. Reale,
L. Reichlin, J.V.K. Rombouts, E. Ruiz, S. Sanfelici, W. Semmler,
M.K.P. So, L. Soegner, M. Steel, L. Stenthoft, G. Storti, E. Tzavalis,
D. Veredas, M. Wagner, P. Zadrozny, J.M. Zakoian and Z. Zhang
International Organizing Committee:
A. Colubi, D.S.G. Pollock, E.J. Kontoghiorghes and P. Winker.
Invited abstract submission: 15 July 2013
Contributed abstract submission: 6 September 2013
Tutorials: 13 December 2013
Conference: 14-16 December 2013
Submissions to Annals of CFE: 28 February 2014
Tutorials are given on Friday the 13th of December 2013 by
Herman van Dijk and Alastair Young.
This conference invites oral and poster presentations that contain
computational or financial econometric components. Full papers containing
both a computational and an econometric or financial-econometric component
will be considered for publication in the Annals of Computational and
Financial Econometrics which currently published as as a supplement to
the Computational Statistics & Data Analysis.
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.
The meeting will take place jointly with the 6th International
Conference of the ERCIM WG on Computational and Methodological
Statistics (ERCIM2013): http://cmstatistics.org/ERCIM2013/
For further information please contact: info@CFEnetwork.org