Journal of Financial Econometrics Impact Factor, Quartile, Indexing, Ranking

Journal of Financial Econometrics (JFE) is a scholarly journal dedicated to publishing research in the field of Economics, Econometrics and Finance, and Published by Oxford University Press. The Print-ISSN of Journal of Financial Econometrics is 1479-8409 and its abbreviation is J Financ Econom.

The Publicaiton fees (APC) is 4619.68 USD.

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.

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• SCImago