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International Journal of Financial Engineering is a peer-reviewed journal published by World Scientific, covering Stochastic processes and financial applications, Financial Risk and Volatility Modeling, Financial Markets and Investment Strategies.
| Publisher | World Scientific |
|---|---|
| Reference style | Superscript numbered (World Scientific) Superscript — small raised numerals in the text 1. Smith, A., Jones, B. & Lee, C. A representative article title. International Journal of Financial Engineering 12, 45–58 (2023).
Formats any DOI in the closest standard style — International Journal of Financial Engineering has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Stochastic processes and financial applications Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility Stock Market Forecasting Methods |
| ISSN | 2424-7863 |
| Citation impact (2-yr) | 2.22 |
| h-index | 19 |
| i10-index | 45 |
| Total citations | 2,039 |
| Top institutions publishing here | Mawlana Bhashani Science and Technology University |
| Journal website | www.worldscientific.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Forecasting commodity prices is a vital issue to a wide spectrum of market participants and policy makers in various economic sectors. In this work, we investigate the forecast problem by focusing on the China commodity price index (CCPI). We examine the weekly price index series spanning a 15-year period of June 2, 2006–February 26, 2021…
In the new and evolving digitalized world, the cybersecurity threats have placed the assets and information of corporations, institutions, governments, and individuals at constant risk. Banks are not an exception. Offering the low-interest rate is becoming the fundamental strategic move of the banks to sustain. Due to the high demand for a tailored portfolio of…
This study analyzes the impact of various factors like heuristic, risk aversion, financial tools and techniques, firm’s corporate governance, and day-to-day experience on the investor’s decision-making. The sample consisted of 701 individual investors trading in the Pakistan Stock Exchange. The Ordinary Least Square (OLS) is used for the estimation of research models. The findings revealed…
Market clichés assert that markets take escalators up and elevators down. The observation suggests differentiating models for up and down moves. Non-diffusive models allow for this and we model the move as the difference of two independent mean reverting increasing processes driven by gamma process shocks. The model is estimated on time series data as…
The objective of this paper is to study the arbitrage free pricing of variance and volatility swaps for Barndorff-Nielsen and Shephard type Lévy process driven financial markets. One of the major challenges in arbitrage free pricing of swap is to obtain an accurate pricing expression which can be used with good computational accuracy. In this…
