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: closed (20 March 2026) | Viewed by 1348
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
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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
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Related Special Issue
- Advanced Statistical Applications in Financial Econometrics in Mathematics (12 articles)
