Editorial Board
Please note that the order in which the Editors appear on this page is alphabetical, and follows the structure of the editorial board presented on the MDPI website under information for editors: editorial board responsibilities.
Members
Department of Banking and Finance, University of Zurich, Zurich, Switzerland
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues, Collections and Topics in MDPI journals
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues, Collections and Topics in MDPI journals
Graduate School of Economics, Faculty of Economics, University of Tokyo, Tokyo 113-0033, Japan
Interests: panel data; microeconometrics; causal inference
Special Issues, Collections and Topics in MDPI journals
Interests: panel data; microeconometrics; causal inference
Special Issues, Collections and Topics in MDPI journals
Department of Economics, University of Klagenfurt, 9020 Klagenfurt, Austria
Interests: econometrics; quantitative economics; transition economics; environmental economics
Special Issues, Collections and Topics in MDPI journals
Interests: econometrics; quantitative economics; transition economics; environmental economics
Special Issues, Collections and Topics in MDPI journals
Tim Bollerslev
Department of Economics, Duke University, Durham, NC 27708, USA
Interests: volatility; time series and financial econometrics; asset pricing finance
Interests: volatility; time series and financial econometrics; asset pricing finance
ICMA Centre, Henley Business School, University of Reading, Reading RG6 6UD, UK
Interests: time-series econometrics; forecast evaluation; mixed-frequency data modelling; non-linear modelling and business cycle analysis; real-time modelling and forecasting; factor model forecasting; survey expectations
Interests: time-series econometrics; forecast evaluation; mixed-frequency data modelling; non-linear modelling and business cycle analysis; real-time modelling and forecasting; factor model forecasting; survey expectations
Department of Econometrics, Erasmus School of Economics, Erasmus University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
Interests: economics; econometrics; statistics; time series analysis; forecasting, marketing research; marketing
Special Issues, Collections and Topics in MDPI journals
Interests: economics; econometrics; statistics; time series analysis; forecasting, marketing research; marketing
Special Issues, Collections and Topics in MDPI journals
Nuffield College, University of Oxford, Oxford OX1 1NF, UK
Interests: econometric modelling and history of econometrics; automatic computing methods; empirical macroeconomics; forecasting and climate econometrics
Interests: econometric modelling and history of econometrics; automatic computing methods; empirical macroeconomics; forecasting and climate econometrics
Department of Economics, University of Copenhagen, 1165 Copenhagen, Denmark
Interests: empirical econometrics; the cointegrated VAR; empirical methodology; international macro
Special Issues, Collections and Topics in MDPI journals
Interests: empirical econometrics; the cointegrated VAR; empirical methodology; international macro
Special Issues, Collections and Topics in MDPI journals
Distinguished Professor of Economics, and Health Policy, Management & Behavior, State University of New York, 1400 Washington Avenue, Albany, NY 12222, USA
Interests: econometric theory; forecasting; applied econometrics; panel data analysis; health econometrics; limited dependent and qualitative variables; probability and density forecasts; forecast combination; Bayesian analysis
Special Issues, Collections and Topics in MDPI journals
Interests: econometric theory; forecasting; applied econometrics; panel data analysis; health econometrics; limited dependent and qualitative variables; probability and density forecasts; forecast combination; Bayesian analysis
Special Issues, Collections and Topics in MDPI journals
The York Management School, University of York, Freboys, Lane, York YO10 5GD, UK
Interests: quantitative risk management; market risk; credit risk; extreme values; dependence models; copulas; model validation
Interests: quantitative risk management; market risk; credit risk; extreme values; dependence models; copulas; model validation
Pierre Perron
Department of Economics, Boston University, Boston, MA, USA
Interests: econometrics; theoretical and applied time series analysis
Special Issues, Collections and Topics in MDPI journals
Interests: econometrics; theoretical and applied time series analysis
Special Issues, Collections and Topics in MDPI journals
Department of Economics, Virginia Tech, Blacksburg, VA 24061, USA
Interests: econometric modeling and inference; financial econometrics; econometric methodology; philosophical foundations of statistics; philosophy of science; history of probability; statistics and econometrics
Interests: econometric modeling and inference; financial econometrics; econometric methodology; philosophical foundations of statistics; philosophy of science; history of probability; statistics and econometrics
4104 Sproul Hall, Department of Economics, University of California, Riverside, CA 92521, USA
Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
Department of Economics, University of Zurich, 8032 Zürich, Switzerland
Interests: large covariance matrices; multiple testing; resampling methods; financial econometrics
Interests: large covariance matrices; multiple testing; resampling methods; financial econometrics
Melbourne Business School, University of Melbourne, 200 Leicester Street, Carlton 3053, Australia
Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
Special Issues, Collections and Topics in MDPI journals
Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
Special Issues, Collections and Topics in MDPI journals
Statistics, Econometrics and Quantitative Methods, Faculty of Economics and Social Sciences, University of Tübingen, Sigwartstr. 18, D-72076 Tübingen, Germany
Interests: labor economics; income distribution; education economics; microeconometrics
Special Issues, Collections and Topics in MDPI journals
Interests: labor economics; income distribution; education economics; microeconometrics
Special Issues, Collections and Topics in MDPI journals
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005 Barcelona, Spain
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues, Collections and Topics in MDPI journals
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues, Collections and Topics in MDPI journals
The Charles Oswald Distinguished Professor of Econometrics & Professor of Economics, Department of Economics, University of Kansas, Lawrence, KS 66045, USA
Interests: financial econometrics; quantitative finance and risk management; theoretical and applied econometrics; applied econometrics in labor economics and macroeconomics; nonlinear time series modeling and panel data analysis; nonparametric curve estimation and tests; survival and longitudinal analysis with applications in economics and finance
Interests: financial econometrics; quantitative finance and risk management; theoretical and applied econometrics; applied econometrics in labor economics and macroeconomics; nonlinear time series modeling and panel data analysis; nonparametric curve estimation and tests; survival and longitudinal analysis with applications in economics and finance
Department of Statistical Sciences, University of Padova, 35122 Padova, Italy
Interests: financial time series analysis; risk management; market risk; systemic risk; univariate and multivariate volatility models; quantitative portfolio allocation strategies; managed portfolios performance measurement; high-frequency data analysis and trading strategies; dynamic models for energy and weather applications
Special Issues, Collections and Topics in MDPI journals
Interests: financial time series analysis; risk management; market risk; systemic risk; univariate and multivariate volatility models; quantitative portfolio allocation strategies; managed portfolios performance measurement; high-frequency data analysis and trading strategies; dynamic models for energy and weather applications
Special Issues, Collections and Topics in MDPI journals
Department of Economics, University Ca' Foscari, Venice, San Giobbe 873/b, 30121 Venezia, Italy
Interests: Bayesian econometrics: graphical models, Bayesian nonparametric, Dirichlet processes, Markov chain Monte Carlo, sequential Monte Carlo; time series analysis: VAR, stochastic volatility, stochastic correlation, Markov-switching; forecasting: combination, calibration
Special Issues, Collections and Topics in MDPI journals
Interests: Bayesian econometrics: graphical models, Bayesian nonparametric, Dirichlet processes, Markov chain Monte Carlo, sequential Monte Carlo; time series analysis: VAR, stochastic volatility, stochastic correlation, Markov-switching; forecasting: combination, calibration
Special Issues, Collections and Topics in MDPI journals
Department of Finance and Economics, University of Deusto, Av. de las Universidades, 24, 48007 Bilbao, Spain
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues, Collections and Topics in MDPI journals
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues, Collections and Topics in MDPI journals
Discipline of Business Analytics, The University of Sydney, Sydney, NSW 2006, Australia
Interests: Bayesian inference; robust inference; heavy-tailed distributions; scale mixture distributions; stochastic volatility; survival analysis; risk management; non-life insurance
Interests: Bayesian inference; robust inference; heavy-tailed distributions; scale mixture distributions; stochastic volatility; survival analysis; risk management; non-life insurance
Deniz Erdemlioglu
Department of Finance, IESEG School of Management, 59000 Lille, France
Interests: financial econometrics; applied time series analysis; high-frequency data and volatility modeling; international finance, tail risk measurement
Special Issues, Collections and Topics in MDPI journals
Interests: financial econometrics; applied time series analysis; high-frequency data and volatility modeling; international finance, tail risk measurement
Special Issues, Collections and Topics in MDPI journals
Crest-Ensae, 91120 Palaiseau, France
Interests: dependence models; financial econometrics; credit risk
Special Issues, Collections and Topics in MDPI journals
Interests: dependence models; financial econometrics; credit risk
Special Issues, Collections and Topics in MDPI journals
Department of Econometrics, Statistics and Empirical Economics, University of Tübingen, 72074 Tübingen, Germany
Interests: financial econometrics; dynamic empirical asset pricing; market microstructure; econometric methodology; financial economics; simulation-based estimation methods; empirical macro-finance
Interests: financial econometrics; dynamic empirical asset pricing; market microstructure; econometric methodology; financial economics; simulation-based estimation methods; empirical macro-finance
Department of Economics, Michigan State University, East Lansing, MI 48864, USA
Interests: econometrics; industrial organization; semiparametric estimation; discrete choice demand; random coefficient model; production function
Interests: econometrics; industrial organization; semiparametric estimation; discrete choice demand; random coefficient model; production function
Faculty of Business and Economics, Universitaet Basel, Peter Merian-Weg 6, 4002 Basel, Switzerland
Interests: statistical distributions; stochastic orders; income distribution and inequality measurement; microeconometrics; econometric computing; history of econometrics and statistics
Interests: statistical distributions; stochastic orders; income distribution and inequality measurement; microeconometrics; econometric computing; history of econometrics and statistics
Department of Economics, University of Kentucky, 223G Gatton College of Business and Economics, Lexington, KY 40506-0034, USA
Interests: quantile regression; panel data; theoretical and applied econometrics; microeconometrics; applied microeconomics
Interests: quantile regression; panel data; theoretical and applied econometrics; microeconometrics; applied microeconomics
ICMA Centre, Henley Business School, University of Reading, Reading RG6 6UD, UK
Interests: financial econometrics; volatility modelling; time series; financial risk measurement; derivatives pricing
Interests: financial econometrics; volatility modelling; time series; financial risk measurement; derivatives pricing
Department of Economics, University of California, Riverside, CA 92521-0427, USA
Interests: econometrics; financial econometrics; forecasting; time series analysis; macroeconometrics
Interests: econometrics; financial econometrics; forecasting; time series analysis; macroeconometrics
