Call for Papers: Special Issue on Recent Advances in Statistical Finance

Guest Editors:

Sourish Das, Chennai Mathematical Institute, India

Sujit Ghosh, North Carolina State University, USA

Rituparna Sen, Indian Statistical Institute, India

The aim of this special issue is to feature research papers on theory, methodology, and applications of models and methods for recent advances in statistical finance. We encourage submissions presenting original works on statistical, computational, and mathematical approaches to modelling and analysis of financial data. Innovative applications and case studies in financial statistics are welcome, especially related to novel methodological challenges in the treatment of big data and high-frequency data.

This special issue will bring together contributions from practitioners and researchers working on different aspects of statistical methods in finance, with methodological interests encompassing, but not limited to, the following domains:

Quantitative Finance: Risk analysis, Optimization, Brownian Motion, Fractals, Stochastic Calculus, etc.

Statistics: likelihood analysis, Bayesian analysis, Time series analysis, high-dimension data, high-frequency data, network models, stochastic volatility models, GARCH models, VaR, etc.

The motivating application areas could be:

Empirical Finance: Equity, Debt, Derivative, Commodities, Real Estate, Public Finance

Economics: Macro Economics, Inequality, Financial inclusion, Public Finance etc.

Emerging Field: Bitcoin, Microfinance, Fintech, etc.

Format of contribution: The format of research papers and ethical standards should comply with the styles of Sankhya B <>. All papers will go through the usual blind review process with the following tentative schedule and due dates:

Submission of full paper: 30 September 2021

First review notification: within 2 months from the date of submission

Revision due: within 2 months from the review receipt date

Expected publication date: June 2022