Quantitative Finance

Aims & Scope

The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field.

Quantitative Finance welcomes original research articles that reflect the dynamism of this area.

The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality.

The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations.

All articles should aim to be of interest to this broad readership.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1.4
2024	1.50

SJR (SCImago Journal Rank)

Year	Value
2024	0.695

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	89

Journal Rank

Year	Value
2024	8170

Journal Citation Indicator

Year	Value
2024	751

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Empirical properties of asset returns: stylized facts and statistical issues

  Citation: 1989

  Authors: R.

• Network topology of the interbank market

  Citation: 622

  Authors: Michael, Helmut, Martin, Stefan

• Volatility is rough

  Citation: 552

  Authors: Jim, Thibault, Mathieu

• What good is a volatility model?

  Citation: 434

  Authors: R.F., A.J.

• Empirical modelling of contagion: a review of methodologies

  Citation: 349

  Authors: Mardi, Renée, Brenda, Vance L.

• Pricing under rough volatility

  Citation: 335

  Authors: Christian, Peter, Jim

• High-frequency trading in a limit order book

  Citation: 331

  Authors: Marco, Sasha

• Multi-scaling in finance

  Citation: 327

  Authors: T.

• Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

  Citation: 326

  Authors: Jean-Philippe, Yuval, Marc, Matthieu

• Robustness and sensitivity analysis of risk measurement procedures

  Citation: 321

  Authors: Rama, Romain, Giacomo

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