Applied Econometrics and Time Series Analysis (Volume II)
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Applied Economics and Finance".
Deadline for manuscript submissions: 31 May 2024 | Viewed by 120
Special Issue Editor
Interests: econometrics; time series analysis; irregular frequency models
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
This Special Issue aims to publish a collection of papers that use cutting-edge econometric methods, using time series, cross-section, and panel data, to address issues in economics and finance. Both theoretical papers as well as papers with a focus on economic or financial applications are most welcome. Papers that develop new methods or validate the existing or new methods through simulation exercises or an applications of modern time series econometrics techniques will be particularly suitable for this Special Issue. The papers could also compare and contrast the traditional econometrics techniques with modern machine learning techniques with an application to economics and finance.
Prof. Dr. Gulasekaran Rajaguru
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- applied econometrics
- time series analysis
- panel data models
- Monte Carlo simulation
- bootstrapping
- response surface functions
- irregular frequency models
- machine learning
- causality and exogeneity
- financial econometrics
