The uncertainty in international and financial markets, the growing globalization, the availability of ultra-high frequency data and the design of new and increasingly sophisticated financial instruments all combine to present a host of new and challenging research questions for financial market practitioners and academic researchers alike.

The conference organizers encourage submissions of papers on any topic within this overall theme with a particular emphasis on the following areas:

time-varying structures;
volatility modeling;
forecast accuracy and evaluation;
risk sharing and financial decision making;
simulation based approaches.


Those wishing to present a paper at the conference should submit a completed version or an extended abstract by February 28, 2005 to the address given below (preferably in electronic format):


GRETA Associati
San Marco, 3870 - 30124 Venice, ITALY
Phone : +39 041 5238178 - Fax : +39 041 5286166

Decisions regarding acceptance will be made by March 31, 2005. The final version of accepted papers must be received by April 30, 2005.


Call for Papers

Italian research project
Econometric Models for the Analysis of Financial Markets
finaced by MIUR