Special Issue "Volatility Models Applied to Geophysics, Financial Market Data and Other Disciplines"

A special issue of Mathematics (ISSN 2227-7390).

Deadline for manuscript submissions: 31 January 2020

Special Issue Editor

Guest Editor
Prof. Dr. Maria C. Mariani

Department of Mathematical Sciences, University of Texas at El Paso, 500 University Ave., Bell Hall 124, El Paso, TX 79968-0514, USA
Website | E-Mail
Interests: stochastic processes; nonlinear partial differential equations; mathematical finance; mathematical physics; numerical methods; geophysics

Special Issue Information

Over the past few decades, several volatility models have been developed to describe phenomenon arising in Geophysics, Financial Markets and other disciplines. Many known methods both deterministic and stochastic has been used to study the volatility structures of datasets arising in geophysical and financial time series. Many of these deterministic and stochastic models provide interesting, potentially useful tools for modeling and describing volatility structures in these time series.

In this Special Issue, we invite and welcome commentaries, review, expository, and original research articles dealing with the recent advances in the theory and applications of volatility models to data sets arising in geophysics, financial markets data and other disciplines.

Prof. Dr. Maria C Mariani
Guest Editor

Keywords

  • Stochastic volatility models
  • Deterministic volatility models
  • Geophysics
  • Financial market data
  • Time series analysis
  • High frequency data

Published Papers

This special issue is now open for submission.
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