Modern Challenges and Innovations in Financial Econometrics

Topic Information

Dear Colleagues,

Financial econometrics lies at the crossroads of statistics, economics, and finance, providing an essential tool for understanding increasingly complex and data-rich markets. The growing availability of high-frequency and alternative data, combined with advances in computation and artificial intelligence, has transformed this field—while simultaneously introducing new challenges. This Topic aims to explore recent methodological and empirical developments that address issues such as model instability, nonstationarity, high dimensionality, and structural breaks. We invite the submission of contributions that propose innovative econometric frameworks; integrate machine learning techniques; and enhance forecasting, risk modeling, and decision-making in financial contexts. Both theoretical papers and applied studies that demonstrate the practical relevance of new methods are welcome. By fostering dialog between researchers and practitioners, this Topic seeks to advance robust, scalable, and interpretable approaches that can meet the demands of modern financial analysis.

Dr. Agnieszka Szmelter-Jarosz
Dr. Hamed Nozari
Topic Editors

Keywords

Participating Journals

Journal Name	Impact Factor	CiteScore	Launched Year	First Decision (median)	APC
Econometrics econometrics	1.4	2.2	2013	34.6 Days	CHF 1400	Submit
Economies economies	2.1	4.7	2013	22 Days	CHF 1800	Submit
Journal of Risk and Financial Management jrfm	-	5.0	2008	20.5 Days	CHF 1400	Submit
Forecasting forecasting	3.2	7.1	2019	22.9 Days	CHF 1800	Submit

Preprints.org is a multidisciplinary platform offering a preprint service designed to facilitate the early sharing of your research. It supports and empowers your research journey from the very beginning.

MDPI Topics is collaborating with Preprints.org and has established a direct connection between MDPI journals and the platform. Authors are encouraged to take advantage of this opportunity by posting their preprints at Preprints.org prior to publication:

1. Share your research immediately: disseminate your ideas prior to publication and establish priority for your work.
2. Safeguard your intellectual contribution: Protect your ideas with a time-stamped preprint that serves as proof of your research timeline.
3. Boost visibility and impact: Increase the reach and influence of your research by making it accessible to a global audience.
4. Gain early feedback: Receive valuable input and insights from peers before submitting to a journal.
5. Ensure broad indexing: Web of Science (Preprint Citation Index), Google Scholar, Crossref, SHARE, PrePubMed, Scilit and Europe PMC.

Published Papers