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Journal of Financial Econometrics

Oxford 非OA 2026新锐 3区2025中科院 3区 已自动采集 最新完整样本 10 篇 平均 662.9 天

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。

662.9平均天数
512.5中位天数
215最短天数
1,459最长天数
10最新论文
102025发文量

Latest Papers

最新发表论文审稿周期

审稿天数=录用日期-收到日期;保留 PDF/DOI/网页源链接

854

Low Power of Alpha Tests When Factors Are Constructed From Sorted Portfolios

作者Joel M Vanden

作者单位1. Department of Finance, Smeal College of Business, Pennsylvania State University , University Park, PA,

PDF源文件 DOI 网页
1,085

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,

PDF源文件 DOI 网页
286

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,

PDF源文件 DOI 网页
1,160

Hedge Fund Investment: Optimal Portfolios with Regime-Switching

作者Andréas Heinen; Alfonso Valdesogo

作者单位1. CNRS, THEMA, CY Cergy Paris Université , Cergy-Pontoise 9500,; 2. Department of Applied Economics, Universitat de les Illes Balears , Palma 07122,

PDF源文件 DOI 网页
1,459

Warnings about Future Jumps: Properties of the Exponential Hawkes Model

作者Rachele Foschi; Francesca Lilla; Cecilia Mancini

作者单位1. University of Pisa; 2. Bank of Italy; 3. University of Verona

PDF源文件 DOI 网页
215

Nonlinear Fore(Back)Casting and Innovation Filtering for Causal–Noncausal VAR Models

作者Christian Gourieroux; Joann Jasiak

作者单位1. University of Toronto , 150 St. George Street , Toronto, Ontario, M5S 3G7,; 2. York University , 4700 Keele Street , Toronto, Ontario, M3J 1P3,

PDF源文件 DOI 网页
226

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,

PDF源文件 DOI 网页
319

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,

PDF源文件 DOI 网页
346

(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,

PDF源文件 DOI 网页
679

Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach

作者Hui-Jhong Choi; Kyu Ho Kang

作者单位1. Simon Business School, University of Rochester , Rochester, NY 14627,; 2. Department of Economics, Korea University , Seoul, 02841,

PDF源文件 DOI 网页