Welcome to the 5th edition of International Workshop in Financial Markets and Nonlinear Dynamics (FMND). We are happy to organize this event, allowing both scholars and finance professionals alike to exchange and confront innovative and thought-provoking ideas about financial market dynamics and nonlinear econometrics.
The Workshop will take place in Paris from 3 to 4 June 2021
International Association for Applied Econometrics (IAAE : https://appliedeconometrics.org/)
Prof. Mark Peel TAYLOR (Washington University in St Louis, the USA)
Prof. Raman UPPAL (EDHEC Business School, The UK)
Prof. Rossen VALKANOV (University California, San Diego, The USA)
Prof. Gilles DUFRENOT (Aix-Marseille University, France)
Prof. Fredj JAWADI (University of Lille, France)
The submission system is managed via the Workshop website. Please submit your full paper in PDF format, following the instructions there. You may also want to look at the Call for Papers to see the exact list of topics covered by the conference. You can also submit your paper by email at: email@example.com
There are interesting publishing opportunities associated with the workshop, in particular some selected papers will be considered for publication in a special issue of Annals of Operations Research, a special issue of Economic Modelling, a special issue of Studies in Nonlinear Dynamics and Econometrics, a special section of Journal of Empirical Finance, a section at The Energy Journal.
We all look forward to welcoming you in Paris (either on face to face or online according to the evolution of the pandemic situation)!!
Topics covered include:
- Market Microstructure - High Frequency Trading
- Order Book Dynamics - Optimal trading
- Effects of Covid-19 - Market Analysis
- Commodity Prices - Algorithmic Trading
- Market Regulation - Volatility Dynamics
- Market Liquidity - Financial Mathematics
- Electronic Market - Nonlinear Dynamics
- Market Organization - Financial Econometrics
- High Frequency data analysis - Threshold Modeling
- Price Discovery - Switching Regime Models
- Extreme Risk and Insurance - GARCH Modeling
- Financial Intermediation - Nonlinear Time Series
- Price dynamics - Markov Switching Models
- Market imperfections - Copula Techniques
- Exchange Rate Dynamics - Simulation Methods
- Liquidity Modeling - Non Parametric Models
- Market efficiency - Nonlinear Panel Models
- Stock Markets - Forecasting
- Behavioral Finance - Continuous Time Processes
- Quantitative Finance - Dynamic Conditional Moments
- Banking and Investment - Long Memory Models
- Derivatives Pricing - State Space Models
- Asset Pricing Models - Linearity Tests
- Risk Management - Nonlinear Causality Tests
- Financial Engineering - Quantile Panel Regressions
- Hedge Funds - Bayesian Analysis
- Price formation - Wavelet
- Experimental Finance
Please notice the following important deadlines:
Deadline for submission: February 28, 2021.
Notification of final decision: March 15, 2021.
Author Registration: March 15, 2021 - April 15, 2021.
Dates of the workshop: June 3-4, 2021.
Deadline for submission: February 28, 2019.
Notification of final decision: March 15, 2019.
Author Registration: March 15, 2019 - April 15, 2019.
Dates of the workshop: May 31- June 1, 2019.