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The Econometric Analysis of Financial and Mixed Frequency Data Themed Issue in the Journal of Econometrics – “The Econometric Analysis of Financial and Mixed Frequency Data.” Guest editors: Viktor Todorov , Northwestern University, USA Marine Carrasco , University of Monreal, Canada Mikhail Chernov , UCLA, USA Alain Guay , UQAM, Canada Dalibor Stevanovic , UQAM, Canada Special issue information: We invite submissions to a special issue in the Journal of Econometrics on the theme “ The Econometric Analysis of Financial and Mixed Frequency Data .” This themed issue is inspired by the contributions at the CIREQ-Chaire en macroéconomie et prévisions ESG-UQAM conference in Montréal (Canada) in honor of Eric Ghysels held on May 10-11, 2024. Papers on recent developments regarding new methods and econometric approaches to exploit financial and mixed frequency data are welcome. Submissions to this themed issue is open to all. However, priority will be given to papers presented at
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