The Asian Journal of Applied Financial Econometrics (AJAFE) is an international, peer-reviewed journal dedicated to advancing the research frontier at the intersection of econometrics, finance, and economics. The journal publishes rigorous theoretical and empirical contributions that develop, evaluate, and apply econometric methods to address complex problems in modern financial and economic systems.

The journal’s mission is to strengthen the link between econometric methodology and financial economics by promoting research that is both technically advanced and economically substantive. Submissions are expected to demonstrate clear contributions to empirical knowledge, methodological innovation, or both.

The scope of the journal encompasses a wide range of topics, including financial markets, asset pricing, corporate finance, monetary policy, banking, investment and portfolio management, risk management, and behavioral finance. It also welcomes interdisciplinary contributions from areas such as industrial organization, labor economics, environmental and resource economics, and econophysics, particularly where they provide new insights into financial phenomena.

Particular emphasis is given to research involving estimation, inference, prediction, and calibration in dynamic and high-dimensional settings. Relevant topics include, but are not limited to, volatility and dependence modeling, continuous-time and stochastic processes, dynamic conditional moments, extreme value methods, long memory, mixture models, endogenous sampling, and the econometrics of high-frequency and transaction-level data. Contributions addressing experimental and behavioral finance using advanced econometric techniques are also encouraged.

By addressing the statistical and computational challenges posed by the evolution of global financial markets, particularly in Asia, which is one of the most dynamic financial regions globally, the Asian Journal of Applied Financial Econometrics aims to serve as a leading platform for innovative research that shapes both econometric practice and financial theory.