Editorial Board
Editors (5)

Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues, Collections and Topics in MDPI journals

Interests: panel data; microeconometrics; causal inference
Special Issues, Collections and Topics in MDPI journals

Interests: econometrics; quantitative economics; transition economics; environmental economics
Special Issues, Collections and Topics in MDPI journals
Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation

Interests: time series; panel data
* until August 2021
Special Issues, Collections and Topics in MDPI journals
Advisory Board (11)

Interests: volatility; time series and financial econometrics; asset pricing finance

Interests: time-series econometrics; forecast evaluation; mixed-frequency data modelling; non-linear modelling and business cycle analysis; real-time modelling and forecasting; factor model forecasting; survey expectations

Interests: economics; econometrics; statistics; time series analysis; forecasting, marketing research; marketing
Special Issues, Collections and Topics in MDPI journals

Interests: econometric modelling and history of econometrics; automatic computing methods; empirical macroeconomics; forecasting and climate econometrics

Interests: empirical econometrics; the cointegrated VAR; empirical methodology; international macro
Special Issues, Collections and Topics in MDPI journals

Interests: econometric theory; forecasting; applied econometrics; panel data analysis; health econometrics; limited dependent and qualitative variables; probability and density forecasts; forecast combination; Bayesian analysis
Special Issues, Collections and Topics in MDPI journals

Interests: quantitative risk management; market risk; credit risk; extreme values; dependence models; copulas; model validation

Interests: econometrics; theoretical and applied time series analysis
Special Issues, Collections and Topics in MDPI journals
Special Issue in Journal of Risk and Financial Management: Time Series Econometrics
Interests: econometric modeling and inference; financial econometrics; econometric methodology; philosophical foundations of statistics; philosophy of science; history of probability; statistics and econometrics

Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
Editorial Board Members (32)

Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
Special Issues, Collections and Topics in MDPI journals

Interests: labor economics; income distribution; education economics; microeconometrics
Special Issues, Collections and Topics in MDPI journals

Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues, Collections and Topics in MDPI journals

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

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, Collections and Topics in MDPI journals
Special Issue in Journal of Risk and Financial Management: Financial Time Series: Methods & Models

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, Collections and Topics in MDPI journals

Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues, Collections and Topics in MDPI journals
Special Issue in Journal of Risk and Financial Management: Predicting Financial Returns
Interests: Bayesian inference; robust inference; heavy-tailed distributions; scale mixture distributions; stochastic volatility; survival analysis; risk management; non-life insurance

Interests: financial econometrics; applied time series analysis; high-frequency data and volatility modeling; international finance, tail risk measurement
Special Issues, Collections and Topics in MDPI journals

Interests: dependence models; financial econometrics; credit risk
Special Issues, Collections and Topics in MDPI journals