Journal Of Financial Econometrics

Journal Title：Journal Of Financial Econometrics

The Journals 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.

期刊范圍涵蓋了當今活躍該領域的主題。在資產定價或風險管理框架內進行估計、測試、學習、預測和校準是核心重點。更具體地說，范圍包括與波動過程、連續時間過程、動態條件矩、極值、長記憶、動態混合模型、內生抽樣、交易數據和金融市場微觀結構相關的主題。與實驗和行為金融學計量經濟學相關的方法論問題也很有趣。

Journal Of Financial Econometrics創刊于2003年，由Oxford University Press出版商出版，收稿方向涵蓋Multiple全領域，此刊是中等級別的SCI期刊，所以過審相對來講不是特別難，但是該刊專業認可度不錯，仍然是一本值得選擇的SCI期刊 。平均審稿速度 ，影響因子指數1.8，該期刊近期沒有被列入國際期刊預警名單，廣大學者值得一試。