Journal of Financial Econometrics Impact Factor, Indexing, Ranking 2024

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.

本刊的涵盖范围囊括了当前领域所激发的主题。在资产定价或风险管理框架下的估计、测试、学习、预测和校准构成了核心关注点。更具体地说，其范围包括与波动过程、连续时间过程、动态条件矩、极值、长记忆、动态混合模型、内生抽样、交易数据以及金融市场微观结构相关的话题。与实验性及行为金融计量经济学相关的方法论问题亦引发浓厚兴趣。