Innovative Approaches in Econometrics, Financial Market and Business Analytics

Dear Colleagues,

This Special Issue, titled "Innovative Approaches in Econometrics, Financial Market and Business Analytics", will showcase cutting-edge research and innovative approaches in the fields of econometrics, business analytics, risk and financial management, and financial market and crisis modeling.

iCEBA 2024 brought together leading academics, researchers, and practitioners to discuss a wide range of topics, including crises, extremes, bubbles, tail risk, and structural breaks in economic and financial markets. The conference also addressed critical issues such as financial contagion and dependence, robust econometric and statistical methods, and the application of machine and deep learning techniques in econometrics, economics, and finance.

This Special Issue will feature selected papers that highlight significant advancements and novel methodologies in these areas. Topics include econometric analyses in comparative economics, both in developed and emerging markets, the challenges of endogeneity in economic models, agent-based and optimization methods, network analysis, and crisis and contagion modelling using heavy-tailed distributions as well as copula dependence functions, among others. Additionally, the Special Issue will explore the application of econometric techniques for policy analysis and provide insights into the latest developments in theoretical and applied econometrics, quantitative and computational economics, statistics, probability, and optimization with applications in economics, finance and risk management, and financial market as well as risk management.

By presenting these contributions, this Special Issue aims to provide a comprehensive overview of current research trends and practical applications in econometrics and risk as well as financial management, fostering a deeper understanding of and promoting further advancements in these important fields of research.

Prof. Dr. Rustam Ibragimov
Prof. Dr. Artem Prokhorov
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

• economic crises
• financial contagion
• tail risk
• structural breaks
• robust statistical methods
• comparative economics
• agent-based modeling
• policy analysis
• quantitative finance
• economic and financial markets