Call for Papers
2nd Days of Econometrics for Finance
Rabat, December 18-19, 2015
The 2nd Days of Econometrics for Finance Conference[1], hosted by Mohammed V University and organized by the Faculty of Law, Economics and Social Sciences (Souissi) in Rabat, aims to bring together academics, practitioners and policymakers sharing interest in econometric modeling for finance. It provides a forum for presenting new research results as well as discussing current and challenging issues in econometric modeling and related topics.
For this second edition, the scientific and organizing committees invite contributors to submit full papers or long abstracts (at least 6 pages), in pdf format, in the areas of theoretical and applied econometrics with their applications in finance. A particular emphasis will be given to the contributions in the following fields:
· Quantitative analysis and financial risk management
· Financial crisis and contagion
· Portfolio management and optimization
· Volatility modeling and correlation between financial markets
· Emerging stock markets
· Forecasting of high-frequency financial data
· Commodity prices and exchange rate volatility
· Financial stability and stress testing
· Statistical methods for financial time series
Paper submission is open until October 20, 2015 (New), and successful papers will be notified by November 20, 2015 (New). Each contributor may submit only one paper as presenter, but may be co-author on other papers.
All submissions should be sent via email to: jef.conference@gmail.com. Submitters of accepted papers are registered automatically. If you want to attend the conference without being in the program, please send an email stating the intention to jef.conference@gmail.com no later than December 4, 2015. Researchers interested in discussing paper are strongly encouraged to inform by end of November at the latest.
NEW: As requested by a number of colleagues, the deadline for submission of papers to participate in the 2nd Days of Econometrics for Finance has been extended to October 20, 2015.
[1] The conference languages will be English and French.