Volatility of Prices of Financial Assets

Special Issue Editor:
Professor Davide Raggi
Dipartimento di Scienze Economiche, Università di Bologna, Piazza Scaravilli 2, 40126 Bologna, Italy
Email: davide.raggi@unibo.it

Volatility has been a major topic in finance since the early seventies. Today, this research area is still relevant because of its central role in pricing, risk management and on real macroeconomic problems. In particular, some recent financial crisis rekindled interest on the study of financial uncertainty. Recently, new mathematical and statistical models have been proposed to better describe and forecast financial volatility, for historical data as well as for derivative markets. This new modeling strategies are spurring researchers to find reliable and efficient methods to measure uncertainty.

Quantitative Finance and Economics (QFE) aims at providing high-quality research information about advances on the study of financial volatility and their impact on risk management, pricing and real economy. Due to the large effects of volatility on the economy, world-wide interest in the work performed by researchers in this area is constantly expanding.

Instruction for Authors: http://www.aimspress.com/news/256.html
Submission due date: 31 July 2017

Elvira Caloiero, Massimo Guidolin
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Mehmet F. Dicle
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James P. Gander
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Joanna Olbrys, Elzbieta Majewska
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Yuan-Ming Lee, Kuan-Min Wang
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Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli
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Lukáš Pichl, Taisei Kaizoji
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Mehmet F. Dicle, John D. Levendis
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Steve Cook, Duncan Watson
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Mitchell Ratner, Chih-Chieh (Jason) Chiu
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Jin Liang, Hong-Ming Yin, Xinfu Chen, Yuan Wu
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Donatien Hainaut
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