The increased availability of high-frequency data has lead to important new developments in the measurement, modelling and forecasting of volatility and risk premia, with profound implications for portfolio analysis, hedging and trading, and risk management decisions. The conference will focus...

The ongoing integration process of global financial markets introduces a necessity to carry on research on forecasting and decision-making in emerging and developed financial markets within the framework of their macroeconomic environment. We welcome high quality papers that use up-to-date...