CIRANO-CIREQ CONFERENCE ON 

REALIZED VOLATILITY

Montréal, November 7 and 8, 2003

CALL FOR PAPERS


We invite submission of papers related to realized volatility and connected
concepts such as realized regression and power variation. The aim of the meeting
is to bring together researchers with an interest in this exciting new area of
high frequency financial econometrics. 

Submission: Only electronic submissions are accepted. Send a pdf file to the
following address: real-vol@cirano.qc.ca

Deadline for submission of abstracts: July 31st, 2003.

Notification of acceptance: September 1st, 2003.

Information concerning the Conference will be posted at: www.cireq.umontreal.ca/



Financial support: The hotel is provided by the Conference. No fees will be
requested for the speakers.  Some financial support for travelling will be
available and should be applied for with details about needs at the time of
abstract submission. 

Program Committee: 

Torben G. Andersen (Northwestern University) 
Ole E. Barndorff-Nielsen (University of Aarhus) 
Tim Bollerslev (Duke University) 
Nour Meddahi (Université de Montréal) 
Eric Renault (Université de Montréal)
Neil Shephard (Oxford University).

Local organizer: 

Nour Meddahi (Université de Montréal, CIRANO, CIREQ)




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Nour Meddahi
Dept. de sciences economiques, Universite de Montreal
C.P. 6128, succ. Centre-ville, Montreal, Quebec, H3C 3J7
CANADA
Phone: (1-514) 343-2399        Fax: (1-514) 343-7221
http://www.mapageweb.umontreal.ca/meddahin/
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