Advanced Statistical Applications in Financial Econometrics, 2nd Edition
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 20 March 2026 | Viewed by 13
Special Issue Editor
Interests: statistical modeling and inference for data with a very complex structure and/or with high dimension
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
You are warmly invited to make contributions to this Special Issue on “Advanced Statistical Applications in Financial Econometrics, 2nd Edition” in the journal Mathematics. The field of financial econometrics is broad and complex, with many challenging problems emerging as technology advances. In recent years, it has attracted growing interest from researchers worldwide. This Special Issue will highlight original contributions addressing challenges in advanced statistical applications in financial econometrics, including regime-switching modeling, portfolio optimization, asset allocation, risk analysis, financial contagion analysis, machine learning, and stochastic process models.
Prof. Dr. Yuehua Wu
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. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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
- financial econometrics
- risk analysis
- financial contagion analysis
- change-point analysis
- regime-switching modeling
- portfolio optimization
- asset allocation
- machine learning
- stochastic process models
- Markov chains/processes
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- Reprint: MDPI Books provides the opportunity to republish successful Special Issues in book format, both online and in print.
Further information on MDPI's Special Issue policies can be found here.
Related Special Issue
- Advanced Statistical Applications in Financial Econometrics in Mathematics (10 articles)
