SSCIQ2
Journal of Financial Econometrics
OXFORD UNIV PRESS
Journal of Financial Econometrics is an academic journal published by OXFORD UNIV PRESS. Identifiers: ISSN 1479-8409, eISSN 1479-8417. Indexed in SSCI. Metrics: JIF 2.2. Subject areas: BUSINESS, ECONOMICS, FINANCE. tlooto lists 568 papers from this journal.
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Journal profile
- ISSN
- 1479-8409
- eISSN
- 1479-8417
- Abbreviation
- J FINANC ECONOMET
- Publisher
- OXFORD UNIV PRESS
- Country
- -
Web of Science categories
SSCIBUSINESS, ECONOMICS, FINANCE
Scopus ASJC categories
No ASJC category data available.
Keywords
Business, Finance | Economics
Papers in this journal
Recent papers
- Multifactor Timing with Deep Learning
2026 · 1 citations
- Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures
2026
- Warnings about Future Jumps: Properties of the Exponential Hawkes Model
2026
- Enforcing an Admissible Parameter Space for Vector Multiplicative Error Models: The Fundamental Role of Matrix Inequality Constraints
2026
- Realized-VAR: Estimating Financial Networks by Realized Interdependencies
2026
Most cited papers
- A Simple Approximate Long-Memory Model of Realized Volatility
2008 · 2,416 citations
- Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
2005 · 1,375 citations
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2010 · 1,336 citations
- Value-at-Risk Prediction: A Comparison of Alternative Strategies
2005 · 682 citations
- A New Approach to Markov-Switching GARCH Models
2004 · 556 citations