Journal of Time Series Analysis

Papers
(The H4-Index of Journal of Time Series Analysis is 9. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Issue Information16
15
New associate editors13
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models12
Issue Information10
10
Editorial Announcement9
S&P 500 microstructure noise components: empirical inferences from futures and ETF prices9
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations9
0.20751714706421