Journal of Financial Econometrics
Q1 Journal
Journal
Country
United Kingdom
Western Europe
Subject Area and Category
Economics, Econometrics and Finance
└
Economics and Econometrics
Q1
└
Finance
Q1
Publisher
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
Subject Categories
Economics and Econometrics
Q1
Finance
Q1
Subject Areas
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
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