Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.

The topics of the Workshop include: nonlinear autoregressive models of various types, such as threshold models, models with shifting means, regime-switching, local linear models; tests for dependence and modeling dependence; nonlinear time series analysis applied to international finance and...

The objective of the workshop is to provide a forum for the presentation and discussion of works involving economic dynamics. We are interested in papers that have strong links to economic or macroeconomic theory. The committee will consider papers, albeit not exclusively, in the broad areas of...

The program will consist of four keynote speakers, a number of special sessions and contributed papers. The program committee will be co-chaired by Dr Mardi Dungey of the Centre for Applied Macroeconomic Analysis at the Australian National University and Professor Peter Bardsley of the Economic...