Volatility Modeling in Financial Market

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 31 August 2024 | Viewed by 144

Special Issue Editors


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Guest Editor
Institute of Economics and Finance, Warsaw University of Life Sciences, 02-787 Warsaw, Poland
Interests: financial economics; econometrics; international economics; applied mathematics; qualitative and multi-method research

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Guest Editor
Department of Economics and Economic Policy, Institute of Economics and Finance, Warsaw University of Life Sciences, Nowoursynowska 166, 02-787 Warsaw, Poland
Interests: financial markets; stock market

Special Issue Information

Dear Colleagues,

In the dynamic turbulent world of financial markets, particularly in crisis situations, understanding and predicting volatility is crucial for investors, risk managers, and policymakers. This Special Issue, entitled “Volatility Modeling in Financial Markets”, aims to explore the latest advancements and methodologies in this vital field.

This Special Issue invites original research and comprehensive studies that delve into new models and approaches for forecasting market volatility, assessing risks, and understanding the implications of volatility in various financial instruments as well as markets. We encourage submissions that focus on, but are not limited to, dynamic models, financial econometrics, and the impact of macroeconomic factors on market volatility.

Contributions may also include empirical studies on the effectiveness of volatility models in real-world scenarios, advancements in computational techniques for volatility forecasting, and insights into how market volatility affects financial decision making and risk management strategies. This Special Issue seeks to provide a platform for researchers to share their insights and findings, fostering a deeper understanding of financial market dynamics in this turbulent time.

Dr. Katarzyna Czech
Dr. Michal Wielechowski
Guest Editors

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. Risks 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 1800 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

  • financial market dynamics
  • market volatility forecasting
  • financial econometrics
  • turbulent times in financial markets
  • risk management strategies

Published Papers

This special issue is now open for submission.
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