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Journal of Financial Econometrics

Q1 Journal Scopus Active Journal
Country
United Kingdom
Western Europe
Subject Area and Category
Economics, Econometrics and Finance
└ Economics and Econometrics Q1
└ Finance Q1
Publisher
Oxford University Press
SJR 2025
1.782
Q1
SJR Score
H-Index
58
Citations / Doc (2yr)
2.39
Total Docs. (latest)
51
Total Citations (3yr)
359
Publication type
Journals
ISSN
14798417, 14798409
Coverage
2004-2026
Journal Rank
#1,779
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Subject Categories

Economics and Econometrics Q1
Finance Q1

Subject Areas

Economics, Econometrics and Finance

Aims & Scope

The Journal's scope encompasses the themes that animate the field today. Estimation, testing, learning, prediction and calibration in the framework of asset pricing or risk management represent the core focus. More specifically, the scope includes topics relating to volatility processes, continuous-time processes, dynamic conditional moments, extreme values, long memory, dynamic mixture models, endogenous sampling, transaction data, and microstructure of financial markets. Methodological issues associated with the econometrics of experimental and behavioral finance are also of interest.

Abstracting & Indexing

Scopus Google Scholar Web of Science

Detailed Metrics

Total Docs. (latest) 51
Total Docs. (3 years) 131
Total Refs. 2,163
Total Citations (3 years) 359
Citable Docs. (3 years) 129
Citations / Doc. (2 years) 2.39
Ref. / Doc. 42.41
% Female 21.2%

Metrics Visualization

Latest year data vs 3-year cumulative figures

Publication & Citation Trend

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Top 10 Most Cited Articles

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Frequently Asked Questions

What is the impact factor of Journal of Financial Econometrics?

The official Journal Impact Factor (JIF) is published by Clarivate in the Journal Citation Reports (JCR) and is not listed on this page. Based on SCImago data, Journal of Financial Econometrics has an SJR of 1.782 and is ranked Q1.

What is the SJR and quartile of Journal of Financial Econometrics?

Journal of Financial Econometrics has an SJR (SCImago Journal Rank) of 1.782 and its best quartile is Q1.

What is the H-index of Journal of Financial Econometrics?

The H-index of Journal of Financial Econometrics is 58, meaning 58 of its articles have each been cited at least 58 times.

Is Journal of Financial Econometrics indexed in Scopus?

Yes. Journal of Financial Econometrics is active in Scopus (Scopus Source List, August 2026).

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Journal Information

SJR1.782
Best QuartileQ1
H Index58
ISSN14798417, 14798409
PublisherOxford University Press
CountryUnited Kingdom
RegionWestern Europe
Coverage2004-2026
Open AccessNo
TypeJournal
Rank#1,779

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