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.

期刊范围涵盖了当今活跃该领域的主题。在资产定价或风险管理框架内进行估计、测试、学习、预测和校准是核心重点。更具体地说，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、交易数据和金融市场微观结构相关的主题。与实验和行为金融学计量经济学相关的方法论问题也很有趣。

Journal Of Financial Econometrics创刊于2003年，由Oxford University Press出版商出版，收稿方向涵盖Multiple全领域，此刊是中等级别的SCI期刊，所以过审相对来讲不是特别难，但是该刊专业认可度不错，仍然是一本值得选择的SCI期刊 。平均审稿速度 ，影响因子指数1.8，该期刊近期没有被列入国际期刊预警名单，广大学者值得一试。