About the Journal
"The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."
Robert Engle, Nobel Prize in Economics 2003, Stern School of Business, NYU
"Financial econometrics is one of the greatest on going success stories of recent decades, and the Journal of Financial Econometrics has emerged quickly as the definitive journal of record. It is beautifully poised to continue the fine tradition that it has established, leading the charge in the ongoing development of the econometrics of financial markets."
Francis X. Diebold, University of Pennsylvania
Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.
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.
Book reviews will occasionally be published, as will special issues on a single theme.
IMPACT FACTOR AND RANKINGS
|Year||Impact Factor||Ssi: Business, Finance||Ssi: Economics|
|2015||1.205||38 out of 94||117 out of 344|
|2014||1.302||26 out of 88||95 out of 333|
|2013||1.163||29 out of 89||106 out of 332|
|2012||0.976||36 out of 86||137 out of 332|
|2011||1.175||25 out of 86||97 out of 320|
|2010||0.846||30 out of 74||131 out of 304|
|2009||0.897||26 out of 52||102 out of 245|
Abstracting and Indexing Services
Journal of Financial Econometrics is covered by the following abstracting/indexing services:
Current Contents® /Social and Behavioral Sciences
Finance Literature Database
Journal Citation Reports /Social Sciences Edition
PROQUEST DATABASE : ABI/INFORM Complete
PROQUEST DATABASE : ABI/INFORM Global
PROQUEST DATABASE : ProQuest 5000
PROQUEST DATABASE : ProQuest 5000 International
PROQUEST DATABASE : ProQuest Central
PROQUEST DATABASE : ProQuest International Academic Research Library
PROQUEST DATABASE : ProQuest Research Library
PROQUEST DATABASE : ProQuest Wilson Databases
RePEc (Research Papers in Economics)
Social Sciences Citation Index®
Statistical Theory & Method Abstracts (STMA-Z)
The Standard Periodical Directory
Wilson OmniFile Full Text Mega Edition
Impact Factor: 1.205
5-Yr impact factor: 1.565
Open access options for authors - visit Oxford Open