5th CSDA International Conference on
Computational and Financial Econometrics (CFE'11)
17-19 December 2011, Senate House, University of London, UK

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International Organizing Committee: Ana Maria Fuertes, George Kapetanios, Erricos J. Kontoghiorghes, Herman K. Van Dijk and Qiwei Yao.

Co-Chairs: Hashem Pesaran, Siem Jan Koopman, Monica Billio, Christian Francq and Mike So.

CSDA Annals of CFE Guest Editors: David A. Belsley, Erricos J. Kontoghiorghes, Esther Ruiz, Herman K. Van Dijk.

Keynote Speakers: Dick van Dijk, Andrew Harvey and Peter M. Robinson.

Scientific Programme Committee Members:
A. Amendola, R F. Audrino, C. Baum, L. Bauwens, M. Binder, F. Canova, A. Carriero, C.W.S. Chen, L. Calvet, R. Gerlach, D. Guegan, L. Khalaf, C.-M. Kuan, M. Lippi, M. McAleer, G.M. Martin, Y. Omori, T. Perez Amaral, D.S.G. Pollock, M. Reale, M. Riani, J. Rombouts, E. Ruiz, W. Semmler, M. Steel, L. Soegner, E. Tzavalis, D. Veredas, I. Vrontos, M. Wagner, P. Zadrozny, P. Zaffaroni, J.M. Zakoian, A. Zeileis.

Local organizers:

• Department of Economics, Queen Mary, University of London, UK.
• Department of Statistics, London School of Economics, UK.
• Birkbeck University of London, UK.