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To: "SNDE Mailing List" SNDE@fas-econ.rutgers.edu Subject: fwd: ERN Professional Announcements Date: Tue, 28 Oct 1997 09:31:01 -0500 Status: RO X-Status: X-Keywords: X-UID: 293
Both of the announcements here may be of interest.
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E C O N O M I C S R E S E A R C H N E T W O R K
P R O F E S S I O N A L A N N O U N C E M E N T S
October 23, 1997
(146,235 served to 12,339 ERN subscribers in 70+ countries)
Publisher: The Economics Research Network (ERN)
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Copyright: SSEP, Inc. 1997. All rights reserved.
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T A B L E of C O N T E N T S ____________________________________________________________
CALL FOR PAPERS * Risk Theory Society 1998 Annual Meeting, Athens, Georgia
CALL FOR PAPERS * 1998 International Meeting of the Society for Computational Economics, Cambridge, UK
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P R O F E S S I O N A L Announcements
CALL FOR PAPERS
Risk Theory Society 1998 Annual Meeting
April 17-19, 1998 University of Georgia Athens, Georgia
The Risk Theory Society will be holding its annual Seminar on April 17-19, 1998 at the University of Georgia.
ABOUT THE ORGANIZATION:
The Risk Theory Society is a group of economists, financial economists, and actuaries that undertake theoretical and applied research in the broad area of insurance economics, financial economics related to the insurance industry, and actuarial science. Membership in the society is earned by presenting a paper at the yearly Risk Theory Society.
PAPER PRESENTATION:
The Risk Theory Society invites interested parties to submit a paper. Authors of selected papers present their research to the members in a seminar setting. Historically, the seminar has been thought provoking and its "no holds barred" approach has allowed for rigorous discussion of an author's findings.
PAPER SUBMISSION/DEADLINE:
Five page abstracts (or a rough draft of a paper) on any relevant topic are due by December 15th to:
CONTACT: Dr. Richard J. Butler Center of Industrial Relations University of Minnesota 271 19th Avenue South Minneapolis, MN 55455 Tel: 612-624-0581 Fax: 612-624-8360 E-Mail: MAILTO:rbutler@csom.umn.edu
The program committee will notify successful authors by January 15th. Papers must be completed by March 15th. Financial support for travel (North American portion only) for one author per paper is available. For more information, please contact Professor Butler.
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CALL FOR PAPERS
Volatility Analysis, Risk and the Range Process
Session to be held at the 1998 International Meeting of the Society for Computational Economics
Cambridge, UK June 29-July 1st 1998
SCOPE:
Volatility measurement and estimation and its relationship to risk analysis are assuming an increased importance in finance and economics. This session seeks papers and presentations that deal with such problems.
PAPERS:
Some of the papers to be presented include at this time :
P. Vallois & C.S. Tapiero: R/S Analysis and the Estimation of Volatility.
F. Longin: VaR and Extreme Values.
J.P. Indjehagopian: A review of Stochastic Volatility Models.
SUBMISSION PROCEDURE/DEADLINES:
Authors wishing to make contributions are invited to contact C.S. Tapiero (Tapiero@edu.essec.fr) below according to the following deadlines.
December 1st, 1997, for papers to be included in the Proceedings of the conference.
January 15, 1998 for papers to be included in the program.
Please contact:
CONTACT: C.S. Tapiero E-Mail: MAILTO:p_tapiero@edu.essec.fr Postal: ESSEC, BP 105 95021 Cergy Pontoise, France
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