News
12.08.2023
Best Paper Awards were Chosen! Congratulations to Authors!
read more » 29.05.2023
29th Annual MFS Conference - A preliminary version of the conference program is now available online
read more » 29.05.2023
29th Annual MFS Conference - A preliminary version of the conference program is now available online
read more »
Best Paper Awards were Chosen! Congratulations to Authors!
read more » 29.05.2023
29th Annual MFS Conference - A preliminary version of the conference program is now available online
read more » 29.05.2023
29th Annual MFS Conference - A preliminary version of the conference program is now available online
read more »
.png)
Special Issue - Multinational Finance Journal
15.09.2017
CALL FOR PAPERS Multinational Finance Journal TOPIC OF INTEREST "Volatility Modeling and Empirical Applications in Asset Pricing and Risk Management" GUEST EDITOR Gregory Koutmos Fairfield University, USA DETAILS |
Objective: The objective of the Special Issue is to publish high quality papers in the areas of modeling time varying second moments and cross-moments and the accompanying use in asset pricing and risk management. Topics suitable for the Special Issue include, but are not limited to, the following:
- Dynamic asset pricing
- Feedback trading
- Dynamic hedging
- Volatility spillovers
- Volatility tests for market efficiency
- Permanent and transitory volatility components
- Time varying volatility and option pricing
- Value at risk with time varying volatility
- Event studies and time varying volatility
- Estimation issues, forecasting and diagnostic tests.
All submissions will follow the MFJ double-blind refereeing policy. Manuscripts should be submitted via the online system before September 30, 2017. Papers submitted for this issue do not require submission fee.
.png){kind=logo}
