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
e-mail: jaeconference@greta.it

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