Journal of Financial Econometrics

The Journal of Financial Econometrics is a peer reviewed academic journal of econometrics. It is published by Oxford University Press. Its editors are Allan Timmermann and Fabio Trojani.

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Abstracting and indexing

The journal is abstracted and indexed by:

According to the Journal Citation Reports, the journal has a 2020 impact factor of 3.225, ranking it 154/557 in the category "ECONOMICS".