ISSN: 1479-8409

Journal Home

Journal Guideline

Journal of Financial Econometrics Q1 Unclaimed

Oxford University Press United Kingdom

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Journal of Financial Econometrics is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 50. It has an SJR impact factor of 2,011 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 2,011.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q1) Finance (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

2,011

SJR Impact factor

50

H Index

37

Total Docs (Last Year)

98

Total Docs (3 years)

1776

Total Refs

333

Total Cites (3 years)

87

Citable Docs (3 years)

2.49

Cites/Doc (2 years)

48.0

Ref/Doc

Comments

No comments ... Be the first to comment!

Publication speed *

Review quality *

Edition and editorial team *

Institutional email or ORCID *

* The email or ORCID field is only to validate the authenticity of the comment, the identity will not be public. .

Other journals with similar parameters

Journal of Econometrics Q1
Annual Review of Economics Q1
Journal of Accounting and Economics Q1
Foundations and Trends in Finance Q1
Review of Finance Q1

Compare this journals

Aims and Scope

Best articles by citations

Portfolio Diversification Effects of Downside Risk

A Short Introduction to Correlation Markets

Outlyingness Weighted Covariation

Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models

Components of Market Risk and Return

Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk

Reexamining the Profitability of Technical Analysis with Data Snooping Checks

Does the Open Limit Order Book Matter in Explaining Informational Volatility?

Portfolio Selection with Estimation Risk: A Test-Based Approach

The Society for Financial Econometrics (SoFiE) Inaugural Conference: New York, June 4-6, 2008

A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing*

Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

SHOW MORE ARTICLES

Default Risk, Asset Pricing, and Debt Control

Time Inhomogeneous Multiple Volatility Modeling

Practitioners' Corner

Practitioners' Corner: Introduction to the Special Issue

Data Snooping and Market-Timing Rule Performance

Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach

Farewell Editorial

Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis

A Mixture Multiplicative Error Model for Realized Volatility

Investing with Cryptocurrencies - a Liquidity Constrained Investment Approach*

Testing for Linear and Nonlinear Predictability of Stock Returns