Editorial Board
Editors (4)
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
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues and Collections in MDPI journals
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
Special Issues and Collections in MDPI journals
2. Bank of Slovenia, Ljubljana, Slovenia
3. Institute for Advanced Studies, Vienna, Austria
Interests: econometrics; time series; panel data; quantitative economics; transition; environment
Special Issues and Collections in MDPI journals
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
Interests: time series; panel data
Special Issues and Collections in MDPI journals
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
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)
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
Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
Special Issues and Collections in MDPI journals
Special Issue in
Econometrics: Econometric Model Selection
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
Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
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
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
Special Issue in
Entropy: Entropic Applications in Economics and Finance
Special Issue in Entropy: Entropy, Risk Network and Information Theory
Special Issue in Entropy: Entropy, Risk Network and Information Theory
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
Interests: labor economics; income distribution; education economics; microeconometrics
Special Issues and Collections in MDPI journals
Special Issue in
Econometrics: Econometrics and Income Inequality
Department of Economics, Duke University, Durham, NC 27708, USA
Interests: volatility; time series and financial econometrics; asset pricing finance
Interests: volatility; time series and financial econometrics; asset pricing finance
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
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues and Collections in MDPI journals
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
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
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
Special Issues and Collections in MDPI journals
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
Special Issue in
Econometrics: Big Data in Economics and Finance
Special Issue in Journal of Risk and Financial Management: Financial Time Series: Methods & Models
Special Issue in Journal of Risk and Financial Management: Financial Time Series: Methods & Models
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
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
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
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues and Collections in MDPI journals
Special Issue in
Econometrics: Nonparametric Methods in Econometrics
