Yi-Ting Chen

English

Research Papers in Economics

     
 
 
Volume 28, Issue 31 
Conference Announcement 
The First Symposium on Econometric Theory and Applications: Recent 
Development in Financial Econometrics 
Location : Taipei, TAIWAN
Organizers : Chung-Ming Kuan, Yongmiao Hong
Major Topics : Financial Econometrics
Conference Dates : 5/18/2005 to 5/18/2005
Submission Deadline : 1/30/2005
Send Submissions To : Chung-Ming Kuan (ckuan-3@econ.sinica.edu.tw)
Sponsoring Organizations : the Institute of Economics, Academia Sinica, and National Science Council of Taiwan
For further information contact : 
Web Page : http://www.sinica.edu.tw/econ/SETA2005/
We are happy to announce that The First Symposium on Econometric Theory and Applications (SETA), jointly 
sponsored by the Institute of Economics, Academia Sinica, and National Science Council of Taiwan, is calling for 
papers. This two-and-half day conference, to be held at the Institute of Economics, Academia Sinica, from May 18 to 
May 20, 2005, is the first one of a series of conferences focusing on the new research results of econometric theory 
and applications. To advance the connection between econometrics and finance at both the methodological and the 
empirical sides, the conference theme for this year is "Recent Development in Financial Econometrics." The invited 
speakers include Yacine Ait-Sahalia(Princeton), Christian Gourieroux (Paris IX and Toronto), Andrew W. Lo(MIT), 
and George Tauchen(Duke). The organizing committee also invites high quality papers on the topics such as 
estimation, testing, forecasting and calibration of asset pricing models and volatility models, risk assessment and 
management for financial markets or derivatives, analysis of transaction data and empirical studies on market 
microstructure, and econometric methods related to extreme values and tail dependence for financial time series. To 
be considered for conference presentation, a PDF file of the full paper (written in English) should be sent via e-mail to 
Chung-Ming Kuan (ckuan-3@econ.sinica.edu.tw) no later than January 30, 2005. The title page of the paper should 
include the information of the presenter: full name, affiliation, e-mail address and phone number. The decision of 
acceptance will be made in late February. We are currently applying for a special issue in the Journal of Econometrics 
to publish selected papers presented in the conference. All papers submitted to the special issue are subject to the 
standard and rigorous review process of the journal. Partial travel support for presenter is possible, subject to the 
budget constraint and the recommendation of the program committee. The program co-chairs of this conference are: 
Chung-Ming Kuan, Institute of Economics, Academia Sinica, 128 Academia Road, Sec.2, Taipei 115, TAIWAN 
(ckuan-3@econ.sinica.edu.tw) Yongmiao Hong, Department of Economics and Department of Statistical Science, 
Cornell University, Ithaca, NY 14853 7601,U.S.A. (yh20@cornell.edu) For more d information on the conference, 
please visit the website: http://www.sinica.edu.tw/econ/SETA2005 or contact us at +886 2 2782-2791 ext. 304 (Voice) 
and +886 2 2782-2019 (Fax). 
 
Citation: Yi-Ting Chen , (2004) Economics Bulletin, Vol. 28 no.31 p.A1. 
Submitted: October 08, 2004  Published: October 12, 2004. 
URL: http://www.accessecon.com/pubs/EB/2004/Volume29/EB-04CC0022A.pdf 
 
          
 
 
Volume 28, Issue 31 
Conference Announcement 
The First Symposium on Econometric Theory and Applications: Recent 
Development in Financial Econometrics 
Location : Taipei, TAIWAN
Organizers : Chung-Ming Kuan, Yongmiao Hong
Major Topics : Financial Econometrics
Conference Dates : 5/18/2005 to 5/18/2005
Submission Deadline : 1/30/2005
Send Submissions To : Chung-Ming Kuan (ckuan-3@econ.sinica.edu.tw)
Sponsoring Organizations : the Institute of Economics, Academia Sinica, and National Science Council of Taiwan
For further information contact : 
Web Page : http://www.sinica.edu.tw/econ/SETA2005/
We are happy to announce that The First Symposium on Econometric Theory and Applications (SETA), jointly 
sponsored by the Institute of Economics, Academia Sinica, and National Science Council of Taiwan, is calling for 
papers. This two-and-half day conference, to be held at the Institute of Economics, Academia Sinica, from May 18 to 
May 20, 2005, is the first one of a series of conferences focusing on the new research results of econometric theory 
and applications. To advance the connection between econometrics and finance at both the methodological and the 
empirical sides, the conference theme for this year is "Recent Development in Financial Econometrics." The invited 
speakers include Yacine Ait-Sahalia(Princeton), Christian Gourieroux (Paris IX and Toronto), Andrew W. Lo(MIT), 
and George Tauchen(Duke). The organizing committee also invites high quality papers on the topics such as 
estimation, testing, forecasting and calibration of asset pricing models and volatility models, risk assessment and 
management for financial markets or derivatives, analysis of transaction data and empirical studies on market 
microstructure, and econometric methods related to extreme values and tail dependence for financial time series. To 
be considered for conference presentation, a PDF file of the full paper (written in English) should be sent via e-mail to 
Chung-Ming Kuan (ckuan-3@econ.sinica.edu.tw) no later than January 30, 2005. The title page of the paper should 
include the information of the presenter: full name, affiliation, e-mail address and phone number. The decision of 
acceptance will be made in late February. We are currently applying for a special issue in the Journal of Econometrics 
to publish selected papers presented in the conference. All papers submitted to the special issue are subject to the 
standard and rigorous review process of the journal. Partial travel support for presenter is possible, subject to the 
budget constraint and the recommendation of the program committee. The program co-chairs of this conference are: 
Chung-Ming Kuan, Institute of Economics, Academia Sinica, 128 Academia Road, Sec.2, Taipei 115, TAIWAN 
(ckuan-3@econ.sinica.edu.tw) Yongmiao Hong, Department of Economics and Department of Statistical Science, 
Cornell University, Ithaca, NY 14853 7601,U.S.A. (yh20@cornell.edu) For more d information on the conference, 
please visit the website: http://www.sinica.edu.tw/econ/SETA2005 or contact us at +886 2 2782-2791 ext. 304 (Voice) 
and +886 2 2782-2019 (Fax). 
 
Citation: Yi-Ting Chen , (2004) Economics Bulletin, Vol. 28 no.31 p.A1. 
Submitted: October 08, 2004  Published: October 12, 2004. 
URL: http://www.accessecon.com/pubs/EB/2004/Volume29/EB-04CC0022A.pdf 
 
     

The First Symposium on Econometric Theory and Applications: Recent Development in Financial Econometrics

http://www.accessecon.com/pubs/EB/2004/Volume29/EB-04CC0022A.pdf

The First Symposium on Econometric Theory and Applications: Recent Development in Financial Econometrics

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Research Papers in Economics