CSDA Annals of Computational and Financial Econometrics

We are inviting submissions for the 2nd issue of the
CSDA Annals of Computational and Financial Econometrics.

The deadline for paper submissions is the 10th November 2012.

The Annals of Computational and Financial Econometrics is published as a supplement to the journal of Computational Statistics & Data Analysis to serve as an outlet for distinguished research papers in computational econometrics and financial econometrics. Authors submitting a paper to CSDA may request that it be considered for inclusion in the Annals. The high standards of the Annals will make it a valuable resource for econometric research. Each issue will be edited by several Guest Editors and Associated Editors who will be responsible, together with the CSDA Co-Editors, for the selection of the papers. The first Issue of the CSDA Annals of Computational and Financial Econometrics comprises 49 papers (Published May 2012).

Submissions for the Annals should contain both a computational and an econometric or financial-econometric component. The deadline for paper submissions for the 2nd issue is the 10th November 2012. However papers can be submitted for the CSDA Annals of CFE at any time.

All submissions must contain original unpublished work not being considered for publication elsewhere. Please submit your paper electronically using the Elsevier Editorial System (select Annals of Computational and Financial Econometrics). All submissions must be double spaced or they will be returned immediately for revision.

Guest Editors: David A. Belsley, Erricos J. Kontoghiorghes, Esther Ruiz and Herman K. Van Dijk.

Guest Associate Editors: Alessandra Amendola, Richard Baillie, Luc Bauwens, Monica Billio, Cathy W.S. Chen, Christophe Croux, Pierre Duchesne, Jean-Marie Dufour, Paolo Foschi, Christian Francq, Ana-Maria Fuertes, Andrew Harvey, George Kapetanios, Lynda Khalaf, Gary Koop, Siem-Jan Koopman, Alessandra Luati, Stefan Mittnik, Marc Paolella, Richard Paap, Hashem Pesaran, D.S.G. Pollock, Tommaso Proietti, Willi Semmler, Mark Steel, Elias Tzavalis, Peter Winker, Qiwei Yao, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis.

For further information please send an email to csda@cfe-csda.org