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Journal of Financial Econometrics
数据更新 2026-07-20 · 完整周期 10 篇 · 日期来源可逐条复核
Journal of Financial Econometrics已收录10篇完整论文周期样本,平均审稿662.9 天,中位审稿512.5 天。2025中科院3区,非OA,2025发文量10。页面含论文收到日期、录用日期、PDF、DOI和出版社网页溯源入口。
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最新发表论文审稿周期
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Enforcing an Admissible Parameter Space for Vector Multiplicative Error Models: The Fundamental Role of Matrix Inequality Constraints
作者Menelaos Karanasos; Yongdeng Xu; Stavroula Yfanti; Constantin Zopounidis
作者单位1. Economics and Finance, Brunel University of London , Uxbridge,; 2. Cardiff University Cardiff Business School, , Cardiff,; 3. Queen Mary University of London School of Business and Management, , London,; 4. Technical University of Crete School of Production, Engineering and Management, , Chania,
Fast Bayesian Calibration of Option Pricing Models Based on Sequential Monte Carlo Methods and Deep Learning
作者Riccardo Brignone; Luca Gonzato; Sven Knaust; Eva Lütkebohmert
作者单位1. Department of Economics and Management, University of Pavia , Pavia,; 2. Department of Statistics and Operations Research, University of Vienna , Vienna,; 3. Department of Economics, University of Freiburg , Freiburg i. Br,
Learning the Shrinkage Intensity: A Data-Driven Approach for Risk-Optimized Portfolios
作者Gianluca De Nard; Damjan Kostovic
作者单位1. Liechtenstein Business School, University of Liechtenstein , Vaduz,; 2. Department of Economics, University of Zurich , Zurich,; 3. Zürcher Kantonalbank , Zurich,; 4. OLZ AG , Zurich,
Optimal Bandwidth Selection for Forecasting under Parameter Instability
作者Yu Bai; Bin Peng; Shuping Shi; Wenying Yao
作者单位1. City University of Macau Faculty of Finance, , Macau S.A.R.,; 2. Monash University Department of Econometrics and Business Statistics, , Caulfield, 3145,; 3. Macquarie University Department of Economics, , North Ryde, 2109,; 4. University of Melbourne Melbourne Business School, , Carlton, 3053,
(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition
作者Giovanni Bonaccolto; Massimiliano Caporin; Syed Jawad Hussain Shahzad
作者单位1. Department of Economics and Law, Kore University of Enna; 2. Department of Statistical Sciences, University of Padova; 3. University of Waikato Waikato Management School,