on “Financial Econometrics and Realized Volatility/Vast Data”
Queen Mary, University of London,
June 17, 2009
Editorial Board of Quantitative and Qualitative Analysis in Social Sciences
(QASS) is organising a
Conference on Financial Econometrics
- Oliver Linton (London School of Economics, UK)
- Sebastien Laurent (University
of Namur, Belgium)
- Marcelo Fernandes (Queen Mary, University of London)
- Kevin Sheppard (University of Oxford, UK)
submissions of papers on any aspects of recent developments in financial
econometrics, especially those that relate
to realized volatility and vast data.
papers from the conference will be published in a special issue of QASS.
want their papers to be considered for publication in the special issue(s)
should submit the completed manuscript by July 01, 2009.
no charge for the conference, which is sponsored by Queen Mary, University of London.
is free, but registration in advance is required.
for submissions, 25th May 2009.
to authors regarding acceptance to the Conference, 2nd June 2009.
a paper, register or request further information, please contact Elizabeth Price
Upon submission, authors
should indicate whether they wish their paper to be considered for
publication in the special issue(s) of QASS.
Baillie: Queen Mary, University of London, and
Michigan State University;
QASS Advisory Editor (Economics and Finance)
Kapetanios: Queen Mary, University
of London; QASS Editor
Karanasos: Brunel University, West London;
QASS Editor (Econometrics/Finance)
website at QASS
ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006