Frontiers in High-Frequency Financial Econometrics
that will be held at Scuola Normale Superiore in Pisa (Italy) on28-29 September2018.The aim of the Workshop is to bring together leading experts and young researchers in the field of financial econometrics and mathematical finance with application to high-frequency finance. The main purpose is to listen to new ideas, and discuss about future perspectives in the field.
The organizers encourage submissions of papers on any topic within the overall theme of the conference with a special emphasis on the following areas:realized (co)variance estimation and forecasting, high-frequency finance, liquidity and price discovery, market microstructure analysis.
The scientific committee of the workshop consists of: Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), 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)
CALLFOR PAPERS
Both papers and extended abstracts (min 3 pages) are accepted for presentation in a regular session or a poster session.
The final program of the workshop will include both submitted and invited papers. Our keynote speakers are:
Yacine Ait-Sahalia(Princeton University)
Nikolaus Hautsch (University of Vienna)
André Lucas(VU University Amsterdam)
Mathieu Rosenbaum(Ecole Polytechnique)
For more information on submission and registration, see the conference website