| Discipline name | Position | Best Scientists | Publications | D-Index |
|---|---|---|---|---|
| Economics and Finance | 148 | 43 | 48 | 13 |
The journal facilitates discussions on Econometrics, Volatility (finance), Statistics, Estimator and Stochastic volatility. The journal holds forums on Econometrics that merges themes from other disciplines such as Value at risk and Inference. Journal of Financial Econometrics explores the study of Volatility (finance) to improve our understanding of the broader topic of Financial economics.
Heteroscedasticity, Multivariate statistics and Monte Carlo method are some of the study areas of Statistics discussed. Heteroscedasticity and Conditional variance are closely related fields of research discussed in the journal. The Estimator study featured in the journal draws connections with the study of Applied mathematics.
Discussions in Journal of Financial Econometrics are anchored in the subject of Forward volatility and the similar topic of Volatility risk premium. The study on Implied volatility presented in it intersects with subjects under the field of Volatility smile. The study on Volatility smile presented is investigated in conjunction with research in Volatility swap.
The journal papers cover a variety of subjects, including Econometrics, Volatility (finance), Statistics, Stochastic volatility and Autoregressive conditional heteroskedasticity. The works on Econometrics tackled in the journal articles bring together disciplines like Bivariate analysis and Value at risk. The most cited articles explore topics in Volatility (finance) which can be helpful for research in disciplines like Variance (accounting), Relation (database) and Systemic risk.
Journal of Financial Econometrics was organized to reinforce research efforts on Econometrics, Volatility (finance), Price discovery, Applied mathematics and Equity (finance). The featured Econometrics works encompass concepts such as Autoregressive conditional heteroskedasticity and examines them in conjunction with Estimation. The journal covers research in Volatility (finance), particularly Stochastic volatility and how they are related with concepts in Statistical physics.
The research on Price discovery featured in the journal combines topics in other fields like Market data, Cash and Financial econometrics. The journal explores issues in Applied mathematics which can be linked to other research areas like Multivariate garch, Linear model and Markov chain. The research on Equity (finance) tackled can also make contributions to studies in the areas of Mixture model, Capital asset pricing model, Mathematical optimization and Quantitative risk management.
A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.
The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.
The top authors publishing in Journal of Financial Econometrics (based on the number of publications) are:
The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.
Only papers with recognized affiliations are considered
The top affiliations publishing in Journal of Financial Econometrics (based on the number of publications) are:
The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.
The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.
The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.
During the most recent 2021 edition, 5.36% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 24.53% were posted by at least one author from the top 10 institutions publishing in the journal. Another 13.21% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 24.53% of all publications and 37.74% were from other institutions.
A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.
The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.
The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.
Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).
The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:
The chart below illustrates experience levels of first authors in cases of publications with multiple authors.
A career in Financial Econometrics provides many exciting opportunities. Financial econometricians are sought after in various sectors like banking, investment, stock market analysis, accounting, insurance, and risk management, among others. Acquiring a degree in financial econometrics, or a closely related field, often presents excellent job prospects. For individuals interested in Financial Econometrics, obtaining certification as a Certified Public Accountant (CPA) enhances their professional status and career prospects. Being a CPA in areas like Maryland increases one's chances of landing top-tier financial econometric jobs. If you are intrigued by the idea of becoming a CPA in Maryland, how to be a CPA in Maryland will provide detailed information on the steps to achieve this. Becoming well-versed in financial econometrics requires a solid background in statistical learning, calculus, linear algebra, probability, and computer programming. The Journal of Financial Econometrics provides a resource for broadening one's knowledge in these fields. By creating a solid foundation in financial econometrics, individuals can prepare themselves for various high-demand roles in financial organizations. These roles range from risk analyst to quantitative researcher, from account manager to economist. This career path's sky is the limit, with the right amount of commitment and persistence. Jobs in financial econometrics offer competitive salaries. The considerable pay typically comes with challenging and exciting projects that offer personal growth and numerous possibilities to contribute to their field through research and development. So, a career in financial econometrics is not only financially rewarding but also intellectually stimulating.
Shuping Shi;Stan Hurn;Peter Charles Bonest Phillips
(2020)Mikkel Bennedsen;Asger Lunde;Mikko S Pakkanen
(2021)Simon Trimborn;Mingyang Li;Wolfgang Karl Härdle
(2020)Justin Sirignano;Apaar Sadhwani;Kay Giesecke
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