Themed Issue of the Journal of Econometrics
Robert Taylor, Allan Timmermann and Dacheng Xiu
are acting as guest Associate Editors for a Themed Issue of the
Journal of Econometrics on the theme "Predictive
Modelling of Financial Data".
Synopsis:
The proposed themed issue will focus on advances in econometric methods as they
apply to the analysis of financial data.
Suitable topics for submission include, but are not limited to:
predictive regression methods and applications to return predictability;
predictive modelling of panel data and
data with complex factor structure;
machine learning methods, high-dimensional modelling and big data in finance;
high-frequency data; volatility and density modelling; forecast combinations;
forecasting under model instability.
Submissions should be made through the Journal of Econometrics' Editorial
Express submission web site which can be reached by clicking on this
link . Full details regarding Themed Issues of Journal of Econometrics
can be found at
https://sites.google.com/view/journalofeconometrics/home
The closing date for submissions is January 31st 2021.
Click here to return to the
main
page of this website