- A Threshold Model for Time Varying Copulas, Veni Arakelian (University of Crete) and Petros Dellaportas (Athens University of Economics and Business)
- Exchange Rate Volatility and the Mixture of Distribution Hypothesis, Luc Bauwens (Université Catolique de Louvain), Dagfinn Rime (Norges Bank) and Genaro Sucarrat (Université Catolique de Louvain)
- Systemic Jumps in International Equity Returns, Christoffer Bengtsson (Lund University and Imperial College London)
- Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data, Umberto Cherubini (Università di Bologna) and Matteo Manera (Università Milano - Bicocca and Fondazione Enrico Mattei)
- Asymptotic Properties of Growth Rates, Christine Choirat (Università degli Studi dell'Insubria) and Raffaello Seri (Università degli Studi dell'Insubria)
- Contagion and Interdependence in Financial Markets: A New Approach, Giampiero M. Gallo (Università di Firenze) and Edoardo Otranto (Università di Sassari)
- Order Submission on a Pure Limit Order Book: an Analysis Using a Multivariate Count Data Model, Joachim Grammig (Eberhard Karls University of Tübingen), Andréas Heinen (Universidad Carlos III de Madrid and Université Catolique de Louvain) and Erick Rengifo (Université Catolique de Louvain)
- Financial Decision-Making and Portfolio Choice under Behavioral Preferences: Implications for the Equity Home Bias Puzzle, Alessandro Magi (Università di Bologna and Università “La Sapienza” di Roma)
- Extreme Distribution of Realized and Range-Based Risk Measures, Bertrand Maillet (ABN Amro Group, Variances and University Paris-1 Panthéon Sorbonne) and Thierry Michel (AMF, Variances and University Paris-1 Panthéon Sorbonne)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models, Juri Marcucci (University of California, San Diego)
- The Information Content of Volatilities Implied from Currency Options: Empirical Evidence from Emerging Market Countries, Marian Micu (Bank for International Settlements and University of Paris 1 Panthéon Sorbonne)
- Valuing Volatility Spillovers, George Milunovich (Macquarie University, Sidney) and Susan Thorp (University of Technology, Sydney)
- Sequential Conditional Correlations: Inference and Evaluation, Alessandro Palandri (Duke University)
- Factor Analysed Hidden Markov Models for Conditionally Heteroskedastic Financial Time Series, Mohamed Saidane (INRIA Rhône-Alpes - Projet MISTIS, Saint Martin) and Christian Lavergne (Université Montpellier II)
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