Special Issue "Wavelet Applications in Finance"
Deadline for manuscript submissions: 6 December 2021.
Although wavelet methods have been heavily used in other disciplines such as acoustics, astronomy, engineering, medicine, forensics, and physics, applications in economics and finance are relatively new. Wavelet decomposition methods are robust to nonlinearity and structural breaks in the series under investigation and could be used to analyse market behaviour in situations of market distress. Additionally, a key feature of wavelets relates to their capacity to uncover latent processes that affect the structural behaviour of the series, such as cycle patterns, trends, and lead–lag interactions, which are characteristic features of financial time series.
The aim of the Special Issue is to investigate the usefulness of wavelet methods in financial applications. Potential applications of wavelet analysis in finance are in density estimation, time scale decomposition, and forecasting. Empirical studies analysing the forecasting properties of models generated using wavelet decomposition would be particularly welcome. The study of financial contagion and risk management using wavelet methodology is also of interest.
Prof. Dr. Alessandra Canepa
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 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.
- wavelet decomposition
- wavelet forecasting
- financial market contagion
- risk management using wavelet.