Journal

Name:
Journal Of Financial Econometrics web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 18.95 247/501
ABS (2010) 25.0 285/288
Australian RC (2010) 75.0 138/479
CNRS (2008) 40.0 245/336
Ideas discounted recursive impact factor (2012) 11.71 48/396
ISI, JCR SSE, Impact Factor (2010) 11.38 212/388
Source Normalized Impact per Paper (SNIP) (2011) 19.62 84/476
Article Influence Score (2018) 1.56 91/430
Impact Factor (2018) 1.9 155/439
Impact Factor (5 year) (2018) 1.92 207/430
SJR - Scimago (2018) 2.28 67/454
Count (2019) 1.0 381/640
Articles 4:

Quantile Regression for Long Memory Testing: A Case of Realized Volatility
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
vol. 14, 2016, p. 693-724.

Bootstrap Inference for Pre-averaged Realized Volatility Based on Nonoverlapping Returns
Silvia Goncalves, Ulrich Hounyo, Nour Meddahi
vol. 12, 2014, p. 679-707.

A Discrete and a Continuous-Time Model Based on a Technical Trading Rule
João Nicolau
vol. 5, 2007, p. 266-284.

Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework
Miguel Almeida Ferreira, Jose Lopez
vol. 3, 2005, p. 126-168.

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