- Tree-Structured Multiple Regimes in Interest Rates, Francesco Audrino (University of Lugano)
- Volatility Regimes and the Provision of Liquidity in order Book Markets, Helena Beltran (Université Catholique de Louvain), Alain Durré (Catholic University of Lille, Labores-CNRS and National Bank of Belgium) and Pierre Giot (University of Namur and Université catholique de Louvain)
- Switching Regime and ARFIMA Processes, Luisa Bisaglia (Università di Padova) and Margherita Gerolimetto (Università di Padova)
- Long-Range Dependent Continuous-Time Financial Econometric Models: Theory and Practice, Isabel Casas (University of Western Australia) and Jiti Gao (University of Western Australia)
- High Frequency Multiplicative Component GARCH, Ananda Chanda (Morgan Stanley), Robert F. Engle (New York University) and Magdalena E. Sokalska (New York University and Warsaw School of Economics)
- A Simple Long Memory Model of Realized Volatility, Fulvio Corsi (University of Lugano)
- Asymmetric Periodic Models for High Frequency Data Analysis, Dean Fantazzini (Università di Pavia) and Eduardo Rossi (Università di Pavia)
- Volatility Threshold Dynamic Conditional Correlations: Implications for International Portfolio Diversification, Maria Kasch-Haroutounian (University of Bonn)
- Modelling the Short-Term Interest Rate: A Semiparametric Approach, Dennis Kristensen (University of Wisconsin)
- Forecasting the Density of Asset Returns, Trino-Manuel Ñíguez (Westminster Business School ) and Javier Perote (Universidad Rey Juan Carlos)
- Volatility, Spillover Effects and Correlations in US and Major European Markets, Christos S. Savva (University of Manchester), Denise R. Osborn (University of Manchester) and Len Gill (University of Manchester)
- Day Trading the Euro-Dollar with a News-Based Model of Exchange Rates, Massimo Tivegna (Università di Teramo and LUISS G. Carli)
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