This page is older archived content from an older version of the Emerald Publishing website.

As such, it may not display exactly as originally intended.

Special Issue Call for Papers: Advances in Financial Econometrics

Special issue call for papers from China Finance Review International

Guest Editors:
Professor Stan Hurn, School of Economics and Finance, Queensland University of Technology, Australia
Professor Xu Zheng, Antai College of Economics and Management, Shanghai Jiao Tong University, China

Submissions are encouraged for a special issue of the China Finance Review International on the broad theme of Advances in Financial Econometrics. Any topics on financial econometrics are welcome and using Chinese data is particularly encouraged. We are especially interested in estimation, testing and computational methods for financial econometrics in the following areas:

* Continuous-time models
* Financial time series models
* Derivatives
* Nonparametric methods
* High-frequency finance
* Volatility modelling
* Network analysis and systemic risk
* Extreme value analysis

The special issue is expected to be published in 2018. All submissions will undergo the same strict double blind peer review process that is generally applied for the journal. To submit a manuscript, please register and submit your paper at: When making your submission, please choose the Special Issue entitled “Advances in Financial Econometrics”.  Authors should read the journal’s author guidelines before submission. The deadline for submissions is March 31st, 2018.