Editorial Board

Editors (4)

Marc S. Paolella
Website
Editor-in-Chief
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 and Collections in MDPI journals
Kerry Patterson
Website
Founding Editor-in-Chief
Department of Economics, The University of Reading, Whiteknights, PO Box 217, READING, Berkshire, RG6 6AH, UK
Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation
In Choi
Website
Deputy Editor-in-Chief
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu Seoul, 121-742 Korea
Interests: time series; panel data
Special Issues and Collections in MDPI journals
Martin Wagner
Website
Deputy Editor-in-Chief
Department of Economics, University of Klagenfurt, Austria; Bank of Slovenia, Ljubljana, Slovenia
Institute for Advanced Studies, Vienna, Austria
Interests: econometrics, time series, panel data, quantitative economics, transition, environment

Editorial Board Members (59)

Tomohiro Ando
Website
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 and Collections in MDPI journals:
Richard A. Ashley
Website
Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
Stelios Bekiros

1. Department of Economics, European University Institute (EUI), Via delle Fontanelle 18, I-50014 Florence, Italy
2. IPAG Lab, IPAG Business School, 184, bd Saint-Germain, 75006 Paris, France
Interests: spectral and time series econometrics; nonlinear chaotic dynamics; extreme value theory; machine learning; Bayesian statistics; wavelets; Kalman filtering; DSGE modeling; behavioral economics; monetary economics; macro-financial theory; econophysics and complex systems
Special Issues and Collections in MDPI journals:
Martin Biewen
Website
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 and Collections in MDPI journals:
Tim Bollerslev
Website
Department of Economics, Duke University, US
Interests: volatility; time series and financial econometrics; asset pricing finance
Christian Brownlees
Website
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 and Collections in MDPI journals:
Zongwu Cai
Website
The Charles Oswald 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
Massimiliano Caporin
Website
Department of Statistical Sciences, University of 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 and Collections in MDPI journals:
Roberto Casarin
Website
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 and Collections in MDPI journals:
Isabel Casas
Website
Department of Business and Economics, University of Southern Denmark, Campusvej 55, DK-5230 Odense, Denmark
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues and Collections in MDPI journals:
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