CALL FOR PAPERS
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Special Issue on
STATISTICAL & COMPUTATIONAL METHODS IN FINANCE
http://www.elsevier.com/locate/csda
Guest editors:
Alessandra Amendola, David Belsley, Erricos Kontoghiorghes,
Yasuhiro Omori, Herman K. Van Dijk and Eric Zivot
We are inviting submissions for a special issue of Computational
Statistics and Data Analysis dealing with Statistical and
Computational Techniques in Financial Applications. The papers should
address a significant statistical issue in finance that contains a
strong computational and/or data-analytic component. Theoretical or
non-statistical topics will not be considered. Simulation-based
papers should be thorough and their limitations described.
Computational and Financial Econometrics submissions are encouraged.
In recent decades major developments in computational methods have
allowed revolutionary changes to take place in the statistical and
econometric analyses of financial processes. Evaluating diverse
forecasts and policy scenarios using financial modeling and computing
risk, for example, are becoming standard practices. This special issue
will advance these and other computational and statistical techniques.
Submissions should contain both computational statistical and
financial components. Authors who are uncertain about the suitability
of their papers should contact the special issue editors. The papers
must be original, unpublished work not being submitted elsewhere for
publication. Submissions will be refereed according to standard
procedures for Computational Statistics and Data Analysis.
Information about the journal can be found at:
http://www.elsevier.com/locate/csda
Timetable:
Submission deadline: November 30, 2006.
Peer review finished: July 31, 2007.
Electronic submission is strongly encouraged. Please e-mail a PDF file
of your manuscript double spaced to:
Alessandra Amendola <[log in to unmask]>
The special issue editors:
Alessandra Amendola, University of Salerno, Italy
David Belsley, Boston College, USA
Erricos Kontoghiorhes, University of Cyprus
Herman van Dijk, Erasmus University Rotterdam, The Netherlands
Yasuhiro Omori, University of Tokyo, Japan
Eric Zivot, University of Washington, USA
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