FEG-JFM Call for Papers
10-11 January, 2013, Deakin University's Burwood Campus, Melbourne
Symposium on the Financial Econometrics of Derivative Securities and Markets
The Financial Econometrics Group (FEG), School of Accounting, Economics and Finance presents a two-day Symposium on the Financial Econometrics of Derivative Securities and Markets. Papers on all aspects of derivative securities and markets will be considered. Preference will be given to papers that apply advanced econometric estimation techniques in understanding derivative securities and markets.
SYMPOSIUM DETAILS: The symposium will feature an inaugural keynote address from Professor Robert Webb, Editor, Journal of Futures Markets (JFM). The best papers will be selected for publication in the Journal of Futures Markets. The Symposium will take place at Deakin University's Burwood Campus, Melbourne on 10-11 January, 2013.
APPLICATION PROCEDURE: Expression of interests with an extended abstract of 500 words should be submitted by 31 August 2012, and completed papers should be submitted by 22 November 2012. All abstracts/papers should be sent to: firstname.lastname@example.org
- Professor Paresh Narayan, Alfred Deakin Professor, Research Professor of Finance, Financial Econometrics Group, Deakin University
- Professor Robert Web, McIntire School of Commerce, University of Virginia, Editor, Journal of Futures Markets