Call for Papers: Special Issue of JTSA on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes

We are inviting submissions for a special issue of the Journal of Time Series Analysis on methods for detecting bubbles and crashes in economic and financial time series. This is a field of research that has grown rapidly in importance in recent times, and the aim of the special issue is to bring together new contributions in the areas of modelling, testing and dating of bubble-type time series processes. We welcome contributions that contain significant developments in theory, methodology or application.

All submissions must contain original unpublished work that is not being considered for publication elsewhere. Any given person can only be an author on one paper submitted to the special issue (without explicit permission from the Editor).

The deadline for submissions is 31 December 2023. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Submissions will be refereed according to standard procedures for the Journal of Time Series Analysis.

Please see the Journal of Time Series Analysis Author Guidelines for how to submit:

During the submission process, you should choose the option “Special Issue Paper” and also the name of the intended issue when prompted: “Bubbles and Crashes”.

The guest editors of the special issue are: