Financial Econometrics with Panel Data
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Mathematics and Finance".
Deadline for manuscript submissions: 31 December 2024 | Viewed by 156
Special Issue Editors
Interests: household finances; asset allocation; mis-classification in survey responses; applied econometrics
Special Issues, Collections and Topics in MDPI journals
Interests: financial econometrics; volatility modelling; credit ratings; asset pricing
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Examples of empirical finance papers utilizing panel, or longitudinal, data abound. This Special Issue will focus on the use of such data in all areas of empirical finance research, including household finances. It will highlight the empirical applications of such data, as well as theoretical developments of panel data techniques within financial applications. Papers using more complex data structures, such as those with a “multi-dimensional” or “multi-indexed” aspect, are especially welcome, as are papers using machine learning techniques.
Prof. Dr. Mark Harris
Prof. Dr. Robert Brooks
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- empirical finance research
- panel data
- financial econometrics
- machine learning
- multi-level data
- multi-dimensional data
