Istanbul, Turkey, 25 - 27 October 1998

FORECAST FOR FINANCIAL MARKETS
  • Hashem Pesaran, University of Cambridge
    Forecasting Techniques in Financial Markets
  • Peter Bossaerts, California Institute of Technology
    Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
  • Martin Martens, Lancaster University
    Forecasting Daily Exchange Rate Volatility Using Intraday Returns
  • Ray Ball, University of Rochester
    The Effect of Institutional Factors on Properties of Accounting Earnings: International Evidence
  • Francois Degeorge, HEC School of Management, Jouy-en-Josas
    Earnings Management to Exceed Thresholds
  • André Lucas, Vrije Universiteit Amsterdam
    Strategic and Tactical Asset Allocation and the Effect of Long Run Equilibrium Relations
  • Michael Rockinger, HEC School of Management, Jouy-en-Josas
    Reading Interest Rate and Bond Futures Options’ Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election
  • Allan Timmermann, London School of Economics
    Data-Snooping, Technical Trading Rule Performance and the Bootstrap
  • Helene Harasty, Lombard Odier & Cie, Geneva
    Modelling Stock Market Returns: an Error Correction Model
  • Thierry Ane, University Paris Dauphine
    Stochastic Volatility and Transaction Time: an Activity Based Volatility Estimator