Aims and Scope
Quantitative Finance and Economics (QFE) provides a platform for the timely dissemination of cutting-edge research in quantitative finance and economics. The primary purpose of the journal is the publication of quantitative and methodological research focusing on issues of relevance to applied practitioners. Many subject areas fall within the purview of QFE. In finance, research focusing on issues ranging from the specification, estimation, and testing of continuous time stochastic models of asset prices, to the empirical investigation of (latent) factors useful for forecasting and portfolio allocation are invited. In economics, research focusing on issues ranging from the policy implications of different macroeconomic dynamic stochastic differential equation models, to the economic analysis of alternative types of spectrum auctions, wherein the government sells the rights to bandwidth, is represented in the journal. The common feature of all of the research published in QFE is an overarching focus on the expert application of quantitative/mathematical and econometric/statistical tools to the analysis of data. Research adhering to this broad requirement will focus on topics ranging from forecasting, causal analysis, principal component use in finance and economics, machine learning techniques, and shrinkage analysis, to the application of (stochastic) differential equations and dynamical systems. In light of this, all areas of econometrics, statistical inference, and probability theory relevant to quantitative analysis in finance and economics will be represented in the journal.
The majority of papers published in QFE will focus on either new methodological contributions in econometrics, statistics, and probability theory, or will utilize the latest quantitative methods in finance and economics in order analyze data. Data may be in the form of cross sections, time series, panels, or high frequency datasets. Needless to say, submissions focusing on the quantitative and theoretical analysis of “big data” are encouraged, as are all papers in cutting edge research areas. The journal also welcomes opinion pieces as well as papers that contain detailed surveys of recent advances in theoretical and empirical modelling.