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 2021-06-01 to 2025-06-01.)
ArticleCitations
28
New associate editors22
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations10
Issue Information10
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models9
9
Issue Information9
Conditional quantile analysis for realized GARCH models8
S&P 500 microstructure noise components: empirical inferences from futures and ETF prices8
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap8
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