Editorial Office
Editor-in-Chief
Prof. Dr. Michael McAleer
Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan, and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Burgemeester Oudlaan 50, 3062 PA Rotterdam, The Netherlands
Tel. +010 40 81 253
Website: http://ideas.repec.org/e/pmc90.html
E-Mail: michael.mcaleer@gmail.com
Interests: econometrics; financial econometrics; statistics; time series analysis; empirical finance; risk management; applied mathematics
Managing Editor
Mr. Alistair Freeland
MDPI AG, Klybeckstrasse 64, CH-4057 Basel, Switzerland
E-Mail: freeland@mdpi.com
Advisory Board
Prof. Dr. Raymond A.K. Cox *
University of Northern British Columbia Canada
Website: http://www.unbc.ca/raymond-cox
Interests: corporate finance; investments; superstardom theory
* Founding Editor-in-Chief
Prof. Dr. Robert James Elliott
Haskayne School of Business, University of Calgary, Calgary, Alberta T2N 1N4, Canada
Tel. +403 220 5540; Fax: +403 770 8104
Website: http:// http://people.ucalgary.ca/~relliott/index.html
Interests: stochastic processes; american options; term structure; estimation of volatility; value at risk
Prof. Dr. Jonathan M. Karpoff
Foster School of Business, University of Washington, Seattle, WA 98195-3226, USA
Tel. +206 685 4954; Fax: +206 543 7472
Website: http://www.foster.washington.edu/centers/facultyresearch/facultyprofiles/Lists/Faculty%20Contact%20Info/DispProfile.aspx?ID=2
Interests: corporate governance; corporate crime and punishment; corporate finance
Prof. Dr. Naoto Kunitomo
Faculty of Economics, University of Tokyo Hongo 7-3-1, Bunkyo-ku, Tokyo 113-0033, Japan
Website: http://www.kunitomo.e.u-tokyo.ac.jp/
Interests: statistics; econometrics; financial econometrics
Prof. Dr. Bong-Soo Lee
Department of Finance, College of Business, Florida State University, 311 Rovette Building, Tallahassee, FL 32306-1110, USA
Tel. +850 644 4713; Fax: +850 644 4225
Website: http://www.cob.fsu.edu/Academic-Programs/Departments/Finance/Faculty-Research/Faculty-Profiles/Bong-Soo-Lee
Interests: corporate finance; investments; empirical methods in finance; Portfolio management; money; banking; capital markets; financial economics; applied time-series econometrics; macro-monetary economics; international finance
Prof. Dr. Esfandiar Maasoumi
Department of Economics, Emory University, USA
Interests: theoretical econometrics; inequality measures; financial econometrics
Prof.Dr. Dilip B. Madan
Department of Finance, Robert H. Smith School of Business, Van Munching Hall, University of Maryland, College Park, MD 20742, USA
Tel. +301 405 2127; Fax: +301 405 0359
Website: http://www.rhsmith.umd.edu/faculty/dmadan/
Interests: financial management; investments; finance theory; futures and options; mathematical finance
Prof. Dr. Kazuo Nishimura
Institute of Economic Research, Kyoto University, Japan
Interests: economic theory; mathematical economics; dynamic systems
Prof. Dr. Charles S. Tapiero
Department of Finance and Risk Engineering, Polytechnic Institute of New York University, Brooklyn, NY 11201, USA
Tel. +718 260 3653
Website: http://charlestapiero.com/
Interests: risk assessment and analysis in finance; currency wars and international finance and economics; industrial economics in supply chain management; infrastructure investments; mathematical finance; value at risk and risk management; environmental management
Prof. Dr. Wing-Keung Wong
Department of Economics, School of Business, Hong Kong Baptist University, WLB, Shaw Campus, Kowloon Tong, Hong Kong
Tel. +852 3411 7542; Fax: +852 3411 5580
Website: http://www.hkbu.edu.hk/~awong/
Interests: world stock markets; anomalies and behavioral finance; capital markets; asset pricing and Portfolio management; quantitative and computing methods; financial economics; advanced econometrics; econometrics; mathematical economics; macroeconomics; microeconomics; money and banking
Editorial Board
Prof. Dr. Moawia Alghalith
University of the West Indies, Trinidad and Tobago
Tel. +868 662 2002
Website: http://www.scirp.org/Journal/DetailedInforOfEditorialBoard.aspx?personID=3319
Interests: stochastic analysis; PDEs; volatility; optimization; the portfolio models; options; futures
Prof. Dr. David Allen
Adjunct Professor Centre for Applied Financial Studies, UniSA, Australia
Tel. +61 8 6304 471
Website: http://www.dallenwapty.com/
Interests: investments; market microstructure; risk modelling; financial econometrics
Prof. Dr. Manabu Asai
Faculty of Economics, Soka University, Japan
Tel. + 81-426-91-8163
Website: http://home.soka.ac.jp/~m-asai/
Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Prof. Dr. Christian Brownlees
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
Tel. +34 93 542 2750
Website: http://www.econ.upf.edu/~cbrownlees/
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Contribution:
Special Issue: Econometric Analysis of Networks
Prof. Dr. Massimiliano Caporin
Affiliation Dipartimento di Scienze Economiche e Aziendali "M. Fanno" - Università degli Studi di Padova, Italy
Tel. +39 049 827 4258
Website: https://sites.google.com/site/massimilianocaporin/
Interests: Financial econometrics; empirical finance; GARCH models; portfolio allocation and management; market risk measurement; managed portfolios performance measurement; high frequency data analysis and trading strategies; weather derivative pricing; long-memory in economics and finance
Prof. Dr. Chia-Lin Chang
Department of Applied Economics, National Chung Hsing University, 250 Kuo Kuang Road, Taichung 402, Taiwan
Tel. +886 (04) 2284 0350 Ext: 309
Website: http://nchuae.nchu.edu.tw/tc/modules/cdbase/index.php?id_art=24
Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
Contribution:
Special Issue: Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa
Prof. Dr. Chung Chen
The Chinese Academy of Labor and Social Security, Policy Simulation Research Laboratory, Chinese Academy of Labor and Social Security, Beijing, China
Tel. +86 1391-786-1081
Interests: data mining and risk management; time series modeling; forecasting methods; statistical analysis of financial models; technology management; applications of macro-econometric models; design and analysis of longitudinal data in biological research
Prof. Dr. Thomas C. Chiang
Department of Finance, Drexel University, 3141 Chestnut Street, Philadelphia, PA 19104, USA
Tel. +215 895 1745
Website: http://www.lebow.drexel.edu/academics/departments/finance/faculty/thomaschiang
Interests: behavioral finance; financial market volatility and risk management; global capital markets; multinational finance; time series analysis of financial series
Prof. Dr. Tai-Leung Terence Chong
Department of Economics, The Chinese University of Hong Kong, Esther Lee Building, Room 930, 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
Tel. +852 2609 8193; Fax: +852 2603 5805
Website: http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm
Interests: econometrics; econometric theory; banking and finance
Prof. Dr. Martín Egozcue
Universidad de la Republica del Uruguay, Montevideo, Uruguay
Tel. +598 42 240565
Website: http://works.bepress.com/martin_egozcue/
Interests: applied economics; behavioral economics; Portfolio theory; behavioral finance; financial economics; decision making under risk and uncertainty; applied management mathematics
Prof. Dr. Christopher Gan
Lincoln University Centre for International Development (LUCID), Lincoln University, Lincoln 7647, Canterbury, New Zealand
Tel. +64 3 4230227
Website: http://www.lincoln.ac.nz/staff-profile?staffId=Christopher.Gan
Interests: commercial banking; micro-finance; rural finance; development economics; financial economics; Asian economy
Prof. Dr. Christian Hafner
CORE and Institute of statistics, biostatistics and actuarial sciences, Université catholique de Louvain, Louvain-la-neuve, Belgium
Tel. 00 32 10 47 43 06
Website: http://www.uclouvain.be/christian.hafner
Interests: financial econometrics
Prof. Dr. Masahito Kobayashi
Faculty of Economics, Yokohama National University, Hodogaya-ku, Yokohama 240-8501, Japan
Website: http://er-web.jmk.ynu.ac.jp/html/KOBAYASHI_Masahito/en.html
Interests: stochastic volatility model; particle filters; survival analysis
Prof. Dr. Coenraad Labuschagne
Department of Finance and Investment Management, Faculty of Economic and Financial Sciences, University of Johannesburg, PO Box 524, Aucklandpark, Johannesburg, South Africa
Tel. +27 11 559 3799; Fax: +27 11 559 3753
Website: http://www.uj.ac.za/EN/Faculties/ecofin/fininvestman/about/Staff/Pages/home.aspx
Interests: mathematics; statistics; mathematics of finance; quantitative finance; investment management
Contribution:
Special Issue: Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa
Prof. Dr. Pui Lam Leung
Department of Statistics, Room 115,1/F., Lady Shaw Building, The Chinese University of Hong Kong, Shatin, New Territories, Honk Kong
Tel. +852 3943 7926; Fax: +852 2603 5188
Website: http://www.sta.cuhk.edu.hk/plleung/
Interests: multivariate analysis; decision-theoretic estimation; data mining
Prof. Dr. Da-Hsiang Donald Lien
College of Business, the University of Texas at San Antonio, San Antonio, TX 78249-0631, USA
Website: http://business.utsa.edu/faculty/dlien/
Interests: economics; development economics; finance; statistics; econometrics
Prof. Dr. Shiqing Ling
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
Tel. +0852 23587459; Fax: +0852 23591016
Website: http://www.math.ust.hk/~maling/
Interests: time series analysis; asymptotic theory of econometrics; financial econometrics
Prof. Dr. Bento J. Lobo
Department of Finance, University of Tennessee at Chattanooga, 615 McCallie Avenue, Chattanooga, TN 37403, USA
Tel. +423 425 1700; Fax: +423 425 5255
Website: http://web2.utc.edu/~qfp962/
Interests: domestic and international asset pricing; monetary policy effects on asset markets; political risk and globalization; behavioral finance
Prof. Dr. Marcelo Medeiros
Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil
Tel. +55 21 3114 1078
Website: http://www.econ.puc-rio.br/mcm
Interests: econometrics; nonlinear time-series models; financial econometrics; classification and pattern recognition; electricity load forecasting
Prof. Dr. Antonio Mele
Swiss Finance Institute, University of Lugano
Website: http://www.antoniomele.org/index.html
Interests: financial economics; financial econometrics; capital market volatility; interest rates; credit markets; macro-finance; business cycles; information in securities markets
Prof. Dr. Kazumitsu Nawata
Graduate School of Engineering, University of Tokyo
Website: http://park.itc.u-tokyo.ac.jp/qal/index.html
Interests: econometrics, statistics, systems engineering, risk management, health risk, risk of nuclear accidents
Prof. Dr. Christopher J. Neely
Research Division, Federal Reserve Bank of St. Louis, St. Louis, MO 63166-0442, USA
Tel. +314 444 8568; Fax: +314 444 8731
Website: http://research.stlouisfed.org/econ/cneely/
Interests: technical analysis; event studies; central bank intervention; volatility; monetary policy
Prof. Dr. Pin T. Ng
The W.A. Franke College of Business, Northern Arizona University, Flagstaff, Arizona, USA
Website: http://franke.nau.edu/pin-ng/
Interests: econometric theory; applied econometrics; international trade and finance; urban and regional economics; computational statistics; computer simulations
Prof. Dr. Yoshihiko Nishiyama
Institute of Economic Research, Kyoto University, Sakyo-ku, Kyoto 606-8501, Japan
Tel. +81 0 75 753 7115; Fax: +81 0 75 753 7118
Website: http://www.kier.kyoto-u.ac.jp/~nishiyama/english.htm
Interests: nonparametric; semiparametric econometrics; specification testing
Prof. Dr. Marc Paolella
Professor of Empirical Finance, Institut für Banking und Finance, University of Zurich, Rämistrasse 71, CH-8006 Zürich, Switzerland
Tel. +41 44 634 45 84
Website: http://www.bf.uzh.ch/cms/institut/_165_1229.html
Interests: time series analysis; computational statistics; GARCH; risk prediction
Prof. Dr. Teodosio Perez-Amaral
Head, Department of Quantitative Economics, Complutense University of Madrid 28223, Madrid, Spain
Tel. +34 91 394 2380; Fax: +34 91 394 2613
Website: http://pendientedemigracion.ucm.es/info/ecocuan/tpa/
Interests: economics of telecommunications; demand of telecommunications services; panel data econometrics; model selection in econometric models; RETINA (Relevant Transformations of the Inputs Network Approach); finance; VaR; strategies for risk communication
Prof. Dr. Kok Fai Phoon
Lee Kong Chian School of Business, Singapore Management University, 50 Stamford Road, Singapore 178899, Singapore
Tel. +65 6828 0146
Website: http://business.smu.edu.sg/directory/phoon-kok-fai
Prof. Dr. Zhuo Qiao
Department of Finance and Business Economics, Faculty of Business Administration, University of Macau, Avenida Padre Tomas Pereira, Taipa, Macau, China
Tel. +853 8397 4166
Website: http://www.umac.mo/fba/staff/qiaozhuo.html
Interests: financial economics; macroeconomics; applied econometrics
Prof. Dr. Sanjay Ramchander
College of Business, Colorado State University, 1201 Campus Delivery, Fort Collins, CO 80523, USA
Tel. +970 491 6681
Website: http://biz.colostate.edu/facultypages/sanjayr/pages/default.aspx
Interests: empirical asset pricing; market microstructure; business analysis and valuation; international finance
Prof. Jacky Yuk-chow So
Faculty of Business Administration, University of Macau, Avenida Padre Tomas Pereira, Taipa, Macau, China
Tel. +853 8397 4726; Fax: +853 2883 8320
Website: http://www.umac.mo/fba/staff/jackyso.html
Prof. Dr. Elvira Sojli
Finance Department, Erasmus University, Rotterdam, the Netherlands
Tel. +31 10 4082824
Website: http://www.rsm.nl/people/elvira-sojli/
Interests: applied financial economics; international finance; market microstructure; sovereign wealth funds
Prof. Dr. Evgueni Dmitrievich Solojentsev
Head of the Intelligent Integrated Systems Laboratory, Institute of Problems of Mechanical Engineering of Russian Academy of Sciences, Bolshoy 61, V.O., St-Petersburg 199178, Russia
Tel. +7 812 321 47 66; Fax: +7 812 321 47 71
Website: http://www.ipme.ru/ipme/labs/iisad/sol1.htm
Interests: management of risk at stages of design; operation in structurally-complex economical; engineering systems
Prof. Dr. Lars Stentoft
Department of Economics, University of Western Ontario, Social Science Centre Room 4071, London, Ontario, Canada, N6A 5C2
Tel. 519-661-2111 Ext. 85311
Website: http://economics.uwo.ca/people/faculty/stentoft.html
Interests: finance; financial econometrics; computational finance; econometrics
Contribution:
Special Issue: Financial Risk Modeling and Forecasting
Prof. Dr. Robert Taylor
Essex Business School, Colchester, UK
Tel. 0044 (0)1206 87 39 73
Website: https://www.essex.ac.uk/ebs/staff/profile.aspx?ID=3257
Interests: econometric theory; time series; financial econometrics
Prof. Dr. Wing Wah Tham
Econometric Institute, Erasmus School of Economics, Rotterdam, the Netherlands
Tel. +31 0 10 4081424
Website: http://people.few.eur.nl/tham/
Interests: market microstructure; financial econometrics; empirical asset pricing; political science; statistics of causal inference
Prof. Dr. Yiu-Kuen Tse
School of Economics, Singapore Management University
Tel. (65) 68220257
Website: http://www.smu.edu.sg/directory/tse-yiu-kuen
Interests: actuarial sciences; statistics; financial econometrics; risk management
Prof. Dr. João Paulo Torre Vieito
Instituto Politécnico de Viana do Castelo, Portugal
Tel. +00351 251800840
Website: http://portal.ipvc.pt/images/ipvc/esce/docentes/jvieito/index.html
Interests: compensation of executives; corporate governance; behavioral finance; efficiency of markets; mergers and acquisitions
Prof. Dr. Zhijie Xiao
Department of Economics, Boston College, Chestnut Hill, MA 02467, USA
Tel. +617 552 1709; Fax: +617 552 2308
Website: http://www.bc.edu/schools/cas/economics/faculty-and-staff/faculty-listing/zhijie-xiao.html
Interests: econometrics
Prof. Dr. Shih-Ti Yu
Department of Quantitative Finance, National Tsing Hua University, Taiwan
Tel. +886 3 574 2422
Website: http://www.qf.nthu.edu.tw/files/11-1173-5738.php
Interests: microeconometrics, financial econometrics
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