Special Issue "Time Series Econometrics"
Deadline for manuscript submissions: closed (15 June 2020).
Interests: econometrics; quantitative macroeconomics; empirical finance
This Special Issue welcomes contributions pertaining to theoretical and applied issues in time series methods, especially as they relate to innovative financial and macroeconomic applications, broadly defined. We are paticularly interested in papers that propose new ideas or develop methods related to the identification, computation, estimation, and forecating of time series models. Both theoretical and empirical papers are welcomed, especially those that deal with both aspects. Time series methods developed in econometrics (and other fields) have been at the forefrunt of tools used to address important issues in finance, risk management, international finance, and macroeconomics, among many other fields. Such tools are still important now, and new ones are constantly being proposed to analyze new issues or revisit important topics. Still, there is scope for improvements in methods, analyses of the properties of existing procedures, and novel applications. The aim is to provide contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones. This Special Issue aims to provide state-of-the-art advances, and will be published in printed book format if more than seven papers are accepted for publication.
Prof. Dr. Zhongjun Qu
Prof. Dr. Pierre Perron
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 papers will be 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 1000 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.
- Time Series econometrics