Special Issue "Stock Market Volatility Modelling and Forecasting"

Special Issue Editor

Guest Editor
Prof. Dr. Tai-Leung Terence Chong

Lau Chor Tak Institute of Global Economics and Finance, The Chinese University of Hong Kong, Cheng Yu Tung Building, Shatin, NT, Hong Kong, China and the Department of International Economics and Trade, School of Business, Nanjing University, Anzhong Building, Hankou Road #22, Gulou District, Nanjing, Jiangsu Province, China
Website | E-Mail
Phone: +852 2609 8193
Fax: +852 2603 5805
Interests: econometrics; econometric theory; banking and finance

Special Issue Information

Dear Colleagues,

The determinants of stock return volatility have been investigated for the past two decades. The understanding of stock market volatility is crucial for asset pricing, portfolio management, trading strategy, risk management and capital setting in prudential regulation. In this Special Issue, we are open to theoretical and empirical research on stock market voatility. The deadline for papers is 31 August 2018. Please contact Terence Tai Leung Chong for details.

Prof. Dr. Tai-Leung Chong
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 papers will be 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 quarterly 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 350 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.


  • Nonlinear models for stock market volatility
  • GARCH-MIDAS models for stock market volatility
  • Effects of Macro-economic variables on stock market volatility
  • Market volatility by sector
  • Market volatility by countries
  • Other related topics

Published Papers

This special issue is now open for submission.
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