Special Issue "Financial Statistics and Empirical Analysis"

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: closed (31 May 2022) | Viewed by 164

Special Issue Editor

Prof. Dr. Yiu-Kuen Tse
E-Mail Website
Guest Editor
School of Economics, Singapore Management University, Singapore 178903, Singapore
Interests: econometric methods; financial econometrics; risk management
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

There have been many exciting developments in research on financial data analysis in recent years. Advancements have been made in both methodological contributions and empirical applications. New statistical methods have been proposed to analyse new types of data that have been made available, as well as to answer new questions that have arisen. This Special Issue intends to present to our readers such important contributions to financial statistics. We welcome papers on analytical issues as well as empirical studies, which may include, but are not limited to, research on high-frequency financial data, high-dimensional financial data, latent factor modelling in finance, machine learning in finance, volatility modelling, financial risk management, forecasting financial data and big-data analytics in finance.

Prof. Dr. Yiu-Kuen Tse
Guest Editor

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 1200 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

  • High-frequency financial data
  • High-dimensional financial data
  • Latent factor modelling in finance
  • Machine learning in finance
  • Volatility modelling
  • Big-data analysis in finance

Published Papers

There is no accepted submissions to this special issue at this moment.
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