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 (UC San Diego) and Fabio Trojani (University of Geneva).
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".