The Call for papers for the third FMND International Workshop is now availableRead more
Welcome to the third 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 at ESSCA Campus Paris (Address: 55 Quai Alphonse Le Gallo 92100 Boulogne Billancourt. Metro : Boulogne Pont de Saint Cloud (Line 9) from 1 to 2 June 2017.
Prof. Yacine Ait-Sahalia (Princeton University, USA)
Prof. Carol Alexander (University of Sussex, UK)
Prof. Tim Bollerslev (Duke University, USA)
Prof. Esfandiar Maasoumi (Emory University, USA)
Prof. Jeffrey Racine (McMaster University, Canada)
Gilles DUFRENOT (Aix-Marseille School of Economics, France)
Fredj JAWADI (University of Evry, France)
Wael LOUHICHI (ESSCA School of Management, 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.
There are many publishing opportunities associated with the conference, in particular some selected papers will be considered for publication in a special issue of Macroeconomic Dynamics, a special issue of Studies in Nonlinear Dynamics and Econometrics, a special issue of Open Economies Review , a special issue of Review of Quantitative Finance and Accounting, and more also.
We all look forward to welcoming you in Paris!!
- Market Microstructure - High Frequency Trading
- Order Book Dynamics - Optimal trading
- Price formation - Market Analysis
- Market Impact - 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
- Asset pricing - 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
- Capital Asset Models - Economic Measurement
- Risk Management - Nonlinear Causality Tests
- Financial Engineering - Quantile Panel Regressions
- Hedge Funds - Bayesian Analysis
- Money Market Dynamics
- Experimental Finance
- Extreme Risk and Insurance
Please notice the following important deadlines:
Deadline for submission: February 28, 2017.
Notification of final decision: March 15, 2017.
Author Registration : March 15, 2017 - April 5, 2017.