Journal of Time Series Analysis

Papers
(The H4-Index of Journal of Time Series Analysis is 8. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)
ArticleCitations
30
New associate editors22
Issue Information12
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations10
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models10
9
Issue Information9
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap9
Conditional quantile analysis for realized GARCH models8
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