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
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Martin Wagner
Website
Associate Editor
1. Department of Economics, University of Klagenfurt, Austria
2. Bank of Slovenia, Ljubljana, Slovenia
3. Institute for Advanced Studies, Vienna, Austria
Interests: econometrics; time series; panel data; quantitative economics; transition; environment
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In Choi
Website
Associate Editor
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu Seoul, 121-742 Korea
Interests: time series; panel data
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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

Editorial Board Members (58)

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
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Richard A. Ashley
Website
Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, VA 24061, USA
Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
Stelios Bekiros
Website
1. Department of Economics, European University Institute (EUI), Via delle Fontanelle 18, I-50014 Florence, Italy
2. Department of Banking and Finance, FEMA, University of Malta, Msida MSD 2080, Malta
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; blockchain; fintech; big data science; machine learning; artificial intelligence; chaos and econophysics; financial engineering
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
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Tim Bollerslev
grade Website
Department of Economics, Duke University, Durham, NC 27708, USA
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
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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, 35122 Padova PD, 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
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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
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Isabel Casas
Website
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 and Collections in MDPI journals
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