Dear colleagues and friends,

We hope the email finds you well in the beginning of spring, 2018.
We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on

"Quantitative developments in financial volatility - theory and practice"

On behalf of the co-editors of the journal's special issue, we cordially invite you to submit your recent work on financial volatility to the special issue. Contributions are welcome from all areas of study in financial volatility including but not restricted to

• Parametric and nonparametric modeling of volatilities
• Volatility estimation
• Calibration and forecast of volatility models
• Pricing of volatility linked derivatives
• Modeling and inference of implied volatility
• Efficient simulation schemes

For more details, please see the attached PDF file or visit the journal's webpage at

http://www.springer.com/economics/economic+theory/journal/10203?detailsPage=press

Please allow us to reiterate that the submission deadline for the special issue is

July 31, 2018.
Accepted papers will be published online individually prior to the final print publication.
Please address all your inquiries concerning the submission to the special issue directly to us.  

We apologize if you receive the same email multiple times.
Please kindly help us forward the call to your colleagues.
We look forward to receiving your submissions.

With best regards,

Special issue co-editors
Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang
Decisions in Economics and Finance