The Conference program is now available online.International Workshop “Financial Markets and…Read more
Welcome to the second edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND). We are happy to organize this event, allowing both scholars and finance professionals alike to exchange and confront innovative and thought-provoking ideas about financial market dynamics and nonlinear econometrics.
The Workshop will take place in Paris at ESSCA Campus Paris (Address: 55 Quai Alphonse Le Gallo 92100 Boulogne Billancourt. Metro : Boulogne Pont de Saint Cloud (Line 9) from 4 to 5 June 2015.
Prof. Jing Cynthia Wu, University of Chicago, USA.
Prof. Ramo Gencay, Simon Fraser University, Canada.
Prof. Esfandiar Maasoumi, Emory University, USA.
Prof. Dennis Kristensen, University College London & CRETAES
Prof. Philip Rothman, East Carolina University, USA.
Prof. Timo Teräsvirta, Aarhus University, Denmark.
Prof. Ruey Tsay, University of Chicago, USA.
Gilles DUFRENOT (Aix-Marseille School of Economics, France)
Fredj JAWADI (University of Evry, France)
Wael LOUHICHI (ESSCA Business School, France)
The submission system is managed via the Workshop website. Please submit your full paper in PDF format, following the instructions there. You may also want to look at the Call for Papers to see the exact list of topics covered by the conference.
There are many publishing opportunities associated with the conference, in particular some selected papers will be considered for publication in a special issue of Macroeconomic Dynamics, a special issue of Studies in Nonlinear Dynamics and Econometrics, a special issue of Open Economies Review , a special issue of Review of Quantitative Finance and Accounting, and more also.
We all look forward to welcoming you in Paris!!
- Market Microstructure - High Frequency Trading
- Order Book Dynamics - Optimal trading
- Price formation - Market Analysis
- Market Impact - Algorithmic Trading
- Market Regulation - Volatility Dynamics
- Market Liquidity - Financial Mathematics
- Electronic Market - Nonlinear Dynamics
- Market Organization - Financial Econometrics
- High Frequency data analysis - Threshold Modeling
- Price Discovery - Switching Regime Models
- Asset pricing - GARCH Modeling
- Financial Intermediation - Nonlinear Time Series
- Price dynamics - Markov Switching Models
- Market imperfections - Copula Techniques
- Exchange Rate Dynamics - Simulation Methods
- Liquidity Modeling - Non Parametric Models
- Market efficiency - Nonlinear Panel Models
- Stock Markets - Forecasting
- Behavioral Finance - Continuous Time Processes
- Quantitative Finance - Dynamic Conditional Moments
- Banking and Investment - Long Memory Models
- Derivatives Pricing - State Space Models
- Capital Asset Models - Economic Measurement
- Risk Management - Nonlinear Causality Tests
- Financial Engineering - Quantile Panel Regressions
- Hedge Funds - Bayesian Analysis
- Money Market Dynamics
- Experimental Finance
- Extreme Risk and Insurance
Please notice the following important deadlines:
Deadline for submission: March 15, 2015.
Notification of final decision: April 5, 2015.
Author pre-registration: April 5, 2015 - May 5, 2015.