4.
an Open Access Journal by MDPI
Wavelet Applications in Finance
Guest Editor: Message from the Guest Editor
Dr. Alessandra Canepa Dear Colleagues,
Department of Economics and
Statistics "Cognetti de Martiis", Although wavelet methods have been heavily used in other
Campus "Luigi Einaudi", Lungo
disciplines such as acoustics, astronomy, engineering,
Dora Siena 100 A, 10153 Torino,
Italy medicine, forensics, and physics, applications in
economics and finance are relatively new. Wavelet
decomposition methods are robust to nonlinearity and
structural breaks in the series under investigation and
Deadline for manuscript could be used to analyse market behaviour in situations of
submissions: market distress. Additionally, a key feature of wavelets
closed (6 December 2021)
relates to their capacity to uncover latent processes that
affect the structural behaviour of the series, such as cycle
patterns, trends, and lead–lag interactions, which are
characteristic features of financial time series.
The aim of the Special Issue is to investigate the usefulness
of wavelet methods in financial applications. Potential
applications of wavelet analysis in finance are in density
estimation, time scale decomposition, and forecasting.
Empirical studies analysing the forecasting properties of
models generated using wavelet decomposition would be
particularly welcome. The study of financial contagion and
risk management using wavelet methodology is also of
interest.
mdpi.com/si/81051
Special
Issue
4.5
an Open Access Journal by MDPI
Editor-in-Chief Message from the Editor-in-Chief
Prof. Dr. Thanasis Stengos Researchers are most welcome to contribute original
Department of Economics and research articles or comprehensive review papers for
Finance, University of Guelph,
consideration and publication in Journal of Risk and
Guelph, ON N1G2W1, Canada
Financial Management (JRFM), an on-line, open access
journal. JRFM adheres to rigorous peer-review as well as
editorial processes, and publishes high quality manuscripts
that address theoretical, practical and empirical issues in
analysing real life financial data. The goal of JRFM is to
enable rapid dissemination of high impact research to the
scientific community.
Author Benefits
Open Access: free for readers, with article processing charges (APC) paid by authors or
their institutions.
High Visibility: indexed within Scopus, EconBiz, EconLit, RePEc, and other databases.
Journal Rank: CiteScore - Q1 (Business, Management and Accounting (miscellaneous))
Contact Us
Journal of Risk and Financial Tel: +41 61 683 77 34 mdpi.com/journal/jrfm
Management Editorial Office www.mdpi.com
[email protected]MDPI, Grosspeteranlage 5 @JRFM_MDPI
4052 Basel, Switzerland
