Call for Papers: Special Issue on Recent Developments in Financial Econometrics and Applications

Country: Australia

City: Melbourne

Abstr. due: 30.08.2014

Dates: 04.12.14 — 05.12.14

Area Of Sciences: Economics and management;

Organizing comittee e-mail: narayan@deakin.edu.au

Organizers: Journal of Banking and Finance

 

We invite submissions on a Special Issue of the Journal of Banking and Finance on the theme “Recent Developments in Financial Econometrics and Applications” to be edited by Guest Editors: Alfred Deakin Professor Paresh Kumar Narayan (Deakin University) and Canada Research Chair in Time Series Econometrics, Professor Morten Nielsen (Queens University).

The main focus of the conference will be on econometric analysis and applications of financial market data and new econometric methods for analysing hypotheses and models in financial economics. All submissions, both theoretical and applied, are welcome. Some possible topics include:  forecasting  asset  returns;  forecasting  volatility  and  risk  premia;  modelling  high frequency  data;  risk  management  and  hedging;  credit  risk  modelling;  pricing  models  for options and other derivatives; empirical analysis of penny stocks; price discovery; and commodity markets; amongst others.

Conference Web-Site: http://www.journals.elsevier.com/journal-of-banking-and-finance/call-for-papers/call-for-papers-special-issue-on-recent-developments-in-fina/