MMUHFDIC 2008

Modelling and Managing Ultra High Frequency Data: an International Conference 

MMUHFDIC 2008 

MMUHFD 2008

Two day conference featuring research papers using high frequency data sets. The focus will be on two major areas of research applications; market microstructure issues and the modelling of risk or volatility. The combination of the development of real time financial data sets and developments in financial econometrics have stimulated the development of new tools for the analysis of these topics. However, submissions involving any use of high frequency financial data sets will be welcome.

Submissions

Submissions can be made online here, or emailed to d.allen@ecu.edu.au. The closing date is November 30^th 2007.

Post-conference publications

It is intended that a selection of papers presented at the conference will be published in a special issues of an international Elsevier journal.

Conference registration

All registrations by 31^st January 2008 Registration information.

Conference Programme

Please find the conference programme here .

Conference Location

The conference is located at the Joondalup Resort Hotel. Set in tranquil surrounds a short 25 minute drive north of Perth CBD and minutes from the white sandy beaches of the Sunset Coast, we invite you to experience the highest standards of service, recreation and friendly Australian hospitality. Unwind to the sound of native birds and enjoy the spectacular views of natural bushland, lush emerald fairways, free roaming kangaroos and the colourful scene of wild flora.

Accommodation

The organisers of this conference have pre-booked accommodation for the participants. Information on accommodation at the conference venue can be found in here.          
                              

More information about Perth and its many attractions can be found at www.experienceperth.com