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The conference focuses on bringing together leading scholars, researchers and practitioners from areas of econometrics, mathematical statistics and finance, to discuss the recent developments in the field of using the intrinsic time perspective and the concept of time deformation in high-frequency finance and to disseminate new research ideas and results with broad social-economic benefits. Both theoretical and empirical, but also computational contributions are welcome.

Special Issue in Journal of Econometrics: We invite submissions on a special issue in the Journal of Econometrics on the theme “New Perspectives in High-Frequency Financial Econometrics.” This special issue follows and is inspired by the contributions at the conference “Intrinsic Time in Finance”. More information about the special issue and the submissions can be found here.