Journal Report

Journal of Financial Econometrics

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Journal Information
Journal Title
Journal of Financial Econometrics
Publisher
ISSN
1479-8417
E-ISSN
1479-8409
Database
ERIH PLUS
Domain
Not available
Classification History
Year A+ A B C
2026 ✓
2025
2024
2023 ✓
2021/2022
2020
2019
2018 ✓
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Recent Articles
Fast Bayesian Calibration of Option Pricing Models Based on Sequential Monte Carlo Methods and Deep Learning
Riccardo Brignone, Luca Gonzato, Sven Knaust et al.
2026 Vol. 24 Issue 3
DOI: 10.1093/jjfinec/nbag011
Neural-Network Volatility Forecasting
Chen Liu, Minh-Ngoc Tran, Chao Wang et al.
2026 Vol. 24 Issue 4
DOI: 10.1093/jjfinec/nbag019
Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach
Yinghua Fan, Guanhao Feng, Andras Fulop et al.
2026 Vol. 24 Issue 5
DOI: 10.1093/jjfinec/nbag023
Coherent Estimation of Risk Measures
Martin Aichele, Igor Cialenco, Damian Jelito et al.
2026 Vol. 24 Issue 3
DOI: 10.1093/jjfinec/nbag012
Spectral Density Deconvolution from Grouped Data
Jerome M Krief
2026 Vol. 24 Issue 5
DOI: 10.1093/jjfinec/nbag020
Efficiently Weighted Estimation of Tail and Interquantile Expectations
Sander Barendse
2026 Vol. 24 Issue 2
DOI: 10.1093/jjfinec/nbag003
Warnings about Future Jumps: Properties of the Exponential Hawkes Model
Rachele Foschi, Francesca Lilla, Cecilia Mancini
2026 Vol. 24 Issue 3
DOI: 10.1093/jjfinec/nbag007
Low Power of Alpha Tests When Factors Are Constructed From Sorted Portfolios
Joel M Vanden
2026 Vol. 24 Issue 3
DOI: 10.1093/jjfinec/nbag013
Three-Pass Regression Filter Model with Time-Varying Coefficients: A Rolling Window Selection Approach
Wei Liu, Qiankun Zhou
2026 Vol. 24 Issue 4
DOI: 10.1093/jjfinec/nbag014
Multifactor Timing with Deep Learning
Paul Cotturo, Fred Liu, Robert Proner
2026 Vol. 24 Issue 3
DOI: 10.1093/jjfinec/nbag006
Articles retrieved from Crossref.
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Printed: October 28, 2026 21:53