verified SJR 1,989 · Q1 • database Scopus / SJR & Web of Science indexed

United Kingdom · Oxford University Press

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Journal of Financial Econometrics

Journal of Financial Econometrics is a journal indexed in SJR in Economics and Econometrics and Finance with an H index of 54. It has an SJR impact factor of 1,989 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,989.

ISSN: 1479-8409

Publisher: Oxford University Press

Category: Economics and Econometrics

Indexation: verifiedScopus / SJR verifiedWeb of Science

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schedule CountryOfPapers database fields

SJR Impact Factor trending_up

1,989 Q1

H-index 54

Acceptance rate pie_chart

32%

Source Acceptance_Rate

Time to publication hourglass_top

NPD

Field NPD

Publication cost (APC) payments

NPD Open Access

Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

1,989

H-index

Docs (year)

Docs 3y

116

Total refs

2580

Cites 3y

288

Citable 3y

110

Cites/Doc 2y

2.42

Ref/Doc

49.62

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

0 €

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Best articles by citations

An ACD-ECOGARCH(1,1) Model

Variance Targeting Estimation of Multivariate GARCH Models

Data Snooping and Market-Timing Rule Performance

Correlation, Models, and Risk Management in Challenging Times

Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White

Components of Market Risk and Return

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

Comment on "Price Discovery in High Resolution"*

Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns

Bond Returns and Market Expectations

Beyond Dimension two: A Test for Higher-Order Tail Risk

Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions

SHOW MORE ARTICLES

Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange

"Special Issue on ""Multivariate Volatility Models"

Affine Models for Credit Risk Analysis

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent

Accurate Methods for Approximate Bayesian Computation Filtering

A Statistical Inquiry into the Plausibility of Recursive Utility

A Short Introduction to Correlation Markets

A Mixture Multiplicative Error Model for Realized Volatility

A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns*

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

A discrete and a continuous-time model based on a technical trading rule

A Cohort Analysis of Equity Shares in Japanese Household Financial Assets

FAQs

Journal of Financial Econometrics has an SJR of 1,989 (best quartile Q1) in the CountryOfPapers database.

Immediate OA APC is not available (NPD). Non-OA / submission fee is 0 EUR.

The acceptance rate recorded for Journal of Financial Econometrics is 32%.

Journal of Financial Econometrics

Metrics

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Researcher reviews

Best articles by citations

FAQs

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What is the acceptance rate?