Volatility is a key issue in all the areas of social sciences, such as economics, finance, insurance, and management. The modelling, measurement, and forecasting of volatility is of paramount importance.
Decisions in Economics and Finance, serving as the official publication vehicle of the (Italian) Association for Mathematics Applied to Social and Economic Sciences (AMASES), provides a specialized forum for the publication of research in all areas of mathematics that are applied to economics, finance, insurance, management, and the social sciences. The focus is especially on original research exploring topics in mathematics or computational techniques that are explicitly motivated by or contribute to the analysis of economic or financial problems.
The journal is thus now inviting contributions to the special issue on Quantitative Developments in Financial Volatility – Theory and Practice. Above all, we welcome papers presenting new theoretical results, models and empirical applications as well as computational techniques on volatilities which arise in economics, finance, insurance, and management.
Contributions are welcome from all areas of the study of financial volatility including but not restricted to
- Parametric and nonparametric modeling of volatilities;
- Volatility estimation
- Calibration and forecast of volatility models
- Pricing of volatility linked derivatives
- Modeling and inference of implied volatility
- Efficient simulation schemes
Decisions in Economics and Finance is abstracted and indexed in the following databases: SCOPUS, Zentralblatt Math, EconLit, Google Scholar, EBSCO, ProQuest, Academic OneFile, CSA Environmental Sciences, ECONIS, Expanded Academic, Mathematical Reviews, OCLC, Research Papers in Economics (RePEc), SCImago, STMA-Z, and Summon by ProQuest.
For more details, please see the following PDF file or visit the journal’s webpage at: http://www.springer.com/economics/economic+theory/journal/10203?detailsPage=press
The submission deadline for the special issue is July 31, 2018. Accepted papers will be published online individually prior to the final print publication.