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Stock Market Volatility Modelling and Forecasting

This special issue belongs to the section “Financial Markets“.

Special Issue Information

Dear Colleagues,

The determinants of stock return volatility have been investigated for the past two decades. The understanding of stock market volatility is crucial for asset pricing, portfolio management, trading strategy, risk management and capital setting in prudential regulation. In this Special Issue, we are open to theoretical and empirical research on stock market volatility. The deadline for papers is 31 August 2018. Please contact Terence Tai Leung Chong for details.

Prof. Dr. Tai-Leung Chong
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 250 words) can be sent to the Editorial Office for assessment.

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 1600 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

Nonlinear models for stock market volatility
GARCH-MIDAS models for stock market volatility
Effects of Macro-economic variables on stock market volatility
Market volatility by sector
Market volatility by countries
Other related topics

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