The Second International Conference
"High Frequency Data Analysis in Financial Markets"
hosted by the Hitotsubashi University Global COE Program "Research
Unit for Statistical and Empirical Analysis in Social Sciences" and
the Grant-in-Aid for Scientific Research (A), #22243021, Project "Financial
Risk: Quantification and Statistical Inference."
Dates: October 28-30, 2011
Venue: Osaka University Nakanoshima Center, Osaka, Japan
Aims and Scope
High-frequency data on securities prices refers to tick-by-tick or minute-by-minute
price data in individual transactions during the day and is being found
particularly useful for financial risk management. Since there were few
such studies in Japan, the international conference "High-Frequency Data Analysis in Financial Markets" took place at the Mercury Tower of Hitotsubashi University on October
25 and 26, 2008 (more details here). This is a rapidly evolving area of research and the number of researchers
in Japan is also increasing. So, we decided to organize the second international
conference inviting Tim Bollerslev, Torben Andersen, and Peter Hansen,
who are the first-class researchers in this area. The aim of this conference
is to learn the newest topics from them and discuss the researches in Japan
with them.
Invited Speakers include:
Torben Andersen (Northwestern University)
Tim Bollerslev (Duke University)
Peter Hansen (European University Institute & Stanford University)
Organizers
Kosuke Oya (Osaka University)
Toshiaki Watanabe (Hitotsubashi University)
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