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 2022-01-01 to 2026-01-01.)
ArticleCitations
Issue Information14
13
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models12
New associate editors12
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations10
Issue Information8
Editorial Announcement8
8
S&P 500 microstructure noise components: empirical inferences from futures and ETF prices8
0.18493509292603