Econometrics and Statistics (ES)

Part A: Econometrics. Emphasis is given to methodological and theoretical papers containing substantial econometrics derivations or showing a potential of a significant impact in the broad area of econometrics. Topics of interest include the estimation of econometric models and associated inference, model selection, panel data, measurement error, Bayesian methods, and time series analyses. Simulations are considered when they involve an original methodology. Innovative papers in financial econometrics and its applications are considered. The covered topics include portfolio allocation, option pricing, quantitative risk management, systemic risk and market microstructure. Interest is focused as well on well-founded applied econometric studies that demonstrate the practicality of new procedures and models. Such studies should involve the rigorous application of statistical techniques, including estimation, inference and forecasting. Topics include volatility and risk, credit risk, pricing models, portfolio management, and emerging markets. Innovative contributions in empirical finance and financial data analysis that use advanced statistical methods are encouraged. The results of the submissions should be replicable. Applications consisting only of routine calculations are not of interest to the journal.

Econometrics and Statistics (ES) is :-

• International, Peer-Reviewed, Open Access, Refereed, Statistics, Probability and Uncertainty, Economics and Econometrics, Statistics and Probability, option pricing, quantitative risk management, systemic risk and market microstructure, portfolio allocation, methodological and applied research covering econometric modelling, statistical inference, time series, panel data, risk modelling, advanced statistical methods , Online or Print , Quarterly Journal

• UGC Approved, ISSN Approved: P-ISSN P-ISSN: 2468-0389, E-ISSN: 2452-3062, Established: 2017, Impact Factor: 2.5
• Does Not Provide Crossref DOI

• Not indexed in Scopus, WoS, DOAJ, PubMed, UGC CARE