Example of Quantitative Finance format
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Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format
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Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format Example of Quantitative Finance format
Sample paper formatted on SciSpace - SciSpace
This content is only for preview purposes. The original open access content can be found here.
open access Open Access

Quantitative Finance — Template for authors

Publisher: Taylor and Francis
Categories Rank Trend in last 3 yrs
Economics, Econometrics and Finance (all) #38 of 243 down down by 12 ranks
Finance #81 of 288 down down by 20 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 473 Published Papers | 1323 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 27/06/2020
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Related Journals

open access Open Access
recommended Recommended

Elsevier

Quality:  
High
CiteRatio: 6.3
SJR: 2.272
SNIP: 2.553
open access Open Access

Taylor and Francis

Quality:  
High
CiteRatio: 2.6
SJR: 0.537
SNIP: 0.998
open access Open Access

Springer

Quality:  
Good
CiteRatio: 1.1
SJR: 0.272
SNIP: 0.556
open access Open Access

Taylor and Francis

Quality:  
High
CiteRatio: 3.2
SJR: 0.798
SNIP: 1.518

Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

1.491

10% from 2018

Impact factor for Quantitative Finance from 2016 - 2019
Year Value
2019 1.491
2018 1.357
2017 1.17
2016 0.96
graph view Graph view
table view Table view

2.8

22% from 2019

CiteRatio for Quantitative Finance from 2016 - 2020
Year Value
2020 2.8
2019 2.3
2018 2.6
2017 2.1
2016 1.9
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has increased by 10% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has increased by 22% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

0.771

12% from 2019

SJR for Quantitative Finance from 2016 - 2020
Year Value
2020 0.771
2019 0.691
2018 0.769
2017 0.738
2016 0.659
graph view Graph view
table view Table view

1.33

6% from 2019

SNIP for Quantitative Finance from 2016 - 2020
Year Value
2020 1.33
2019 1.249
2018 1.164
2017 1.015
2016 0.988
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has increased by 12% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 6% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Quantitative Finance

Guideline source: View

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Taylor and Francis

Quantitative Finance

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 presen...... Read More

Economics, Econometrics and Finance

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Last updated on
27 Jun 2020
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ISSN
1469-7688
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Impact Factor
High - 1.079
i
Open Access
No
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Sherpa RoMEO Archiving Policy
Green faq
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Plagiarism Check
Available via Turnitin
i
Endnote Style
Download Available
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Bibliography Name
Taylor and Francis Custom Citation
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Citation Type
Numbered
[25]
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Bibliography Example
Blonder GE, Tinkham M, Klapwijk TM. Transition from metallic to tunneling regimes in superconducting microconstrictions: Excess current, charge imbalance, and supercurrent conversion. Phys Rev B. 1982; 25(7):4515–4532. Available from: 10.1103/PhysRevB.25.4515.

Top papers written in this journal

open accessOpen access Journal Article DOI: 10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
Rama Cont1
01 Feb 2001 - Quantitative Finance

Abstract:

We present a set of stylized empirical facts emerging from the statistical analysis of price variations in various types of financial markets. We first discuss some general issues common to all statistical studies of financial time series. Various statistical properties of asset returns are then described: distributional prop... We present a set of stylized empirical facts emerging from the statistical analysis of price variations in various types of financial markets. We first discuss some general issues common to all statistical studies of financial time series. Various statistical properties of asset returns are then described: distributional properties, tail properties and extreme fluctuations, pathwise regularity, linear and nonlinear dependence of returns in time and across stocks. Our description emphasizes properties common to a wide variety of markets and instruments. We then show how these statistical properties invalidate many of the common statistical approaches used to study financial data sets and examine some of the statistical problems encountered in each case. read more read less

Topics:

Statistical finance (66%)66% related to the paper, Stylized fact (59%)59% related to the paper
View PDF
2,698 Citations
open accessOpen access Journal Article DOI: 10.1080/14697680400020325
Network topology of the interbank market
Michael Boss, Helmut Elsinger1, Martin Summer, Stefan Thurner
01 Dec 2004 - Quantitative Finance

Abstract:

We provide an empirical analysis of the network structure of the Austrian interbank market based on Austrian Central Bank (OeNB) data. The interbank market is interpreted as a network where banks are nodes and the claims and liabilities between banks define the links. This allows us to apply methods from general network theor... We provide an empirical analysis of the network structure of the Austrian interbank market based on Austrian Central Bank (OeNB) data. The interbank market is interpreted as a network where banks are nodes and the claims and liabilities between banks define the links. This allows us to apply methods from general network theory. We find that the degree distributions of the interbank network follow power laws. Given this result we discuss how the network structure affects the stability of the banking system with respect to the elimination of a node in the network, i.e. the default of a single bank. Further, the interbank liability network shows a community structure that exactly mirrors the regional and sectoral organization of the current Austrian banking system. The banking network has the typical structural features found in numerous other complex real-world networks: a low clustering coefficient and a short average path length. These empirical findings are in marked contrast to the network structures th... read more read less

Topics:

Interbank network (67%)67% related to the paper, Interbank lending market (60%)60% related to the paper, Average path length (58%)58% related to the paper, Financial networks (56%)56% related to the paper, Network topology (55%)55% related to the paper
786 Citations
open accessOpen access Journal Article DOI: 10.1088/1469-7688/1/2/305
What good is a volatility model
01 Feb 2001 - Quantitative Finance

Abstract:

A volatility model must be able to forecast volatility; this is the central requirement in almost all financial applications In this paper we outline some stylized facts about volatility that should be incorporated in a model: pronounced persistence and mean-reversion, asymmetry such that the sign of an innovation also affect... A volatility model must be able to forecast volatility; this is the central requirement in almost all financial applications In this paper we outline some stylized facts about volatility that should be incorporated in a model: pronounced persistence and mean-reversion, asymmetry such that the sign of an innovation also affects volatility and the possibility of exogenous or pre-determined variables influencing volatility We use data on the Dow Jones Industrial Index to illustrate these stylized facts, and the ability of GARCH-type models to capture these features We conclude with some challenges for future research in this area read more read less

Topics:

Forward volatility (75%)75% related to the paper, Volatility smile (73%)73% related to the paper, Volatility swap (71%)71% related to the paper, Implied volatility (71%)71% related to the paper, Stochastic volatility (69%)69% related to the paper
723 Citations
open accessOpen access Journal Article DOI: 10.1080/14697680500142045
Empirical Modelling of Contagion: A Review of Methodologies
Mardi Dungey1, Renée Fry1, Brenda Gonzalez-Hermosillo2, Vance L. Martin3
05 Feb 2005 - Quantitative Finance

Abstract:

The existing literature promotes a number of alternative methods to test for the presence of contagion during Þnancial market crises. This paper reviews those methods, and shows how they are related in a uniÞed framework. A number of extensions are also suggested which allow for multivarite testing, endogeneity issues and str... The existing literature promotes a number of alternative methods to test for the presence of contagion during Þnancial market crises. This paper reviews those methods, and shows how they are related in a uniÞed framework. A number of extensions are also suggested which allow for multivarite testing, endogeneity issues and structural breaks. read more read less

Topics:

Financial contagion (53%)53% related to the paper
View PDF
422 Citations
Journal Article DOI: 10.1088/1469-7688/2/1/304
Dynamics of implied volatility surfaces
Rama Cont1, José Da Fonseca2
01 Feb 2002 - Quantitative Finance

Abstract:

The prices of index options at a given date are usually represented via the corresponding implied volatility surface, presenting skew/smile features and term structure which several models have attempted to reproduce. However, the implied volatility surface also changes dynamically over time in a way that is not taken into ac... The prices of index options at a given date are usually represented via the corresponding implied volatility surface, presenting skew/smile features and term structure which several models have attempted to reproduce. However, the implied volatility surface also changes dynamically over time in a way that is not taken into account by current modelling approaches, giving rise to `Vega' risk in option portfolios. Using time series of option prices on the SP500 and FTSE indices, we study the deformation of this surface and show that it may be represented as a randomly fluctuating surface driven by a small number of orthogonal random factors. We identify and interpret the shape of each of these factors, study their dynamics and their correlation with the underlying index. Our approach is based on a Karhunen-Loeve decomposition of the daily variations of implied volatilities obtained from market data. A simple factor model compatible with the empirical observations is proposed. We illustrate how this ... read more read less

Topics:

Implied volatility (70%)70% related to the paper, Volatility smile (70%)70% related to the paper, Forward volatility (66%)66% related to the paper, Stochastic volatility (61%)61% related to the paper, Volatility swap (59%)59% related to the paper
View PDF
414 Citations
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Quantitative Finance format uses Taylor and Francis Custom Citation citation style.

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Frequently asked questions

1. Can I write Quantitative Finance in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Quantitative Finance guidelines and auto format it.

2. Do you follow the Quantitative Finance guidelines?

Yes, the template is compliant with the Quantitative Finance guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Quantitative Finance?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Quantitative Finance citation style.

4. Can I use the Quantitative Finance templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Quantitative Finance.

5. Can I use a manuscript in Quantitative Finance that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Quantitative Finance that you can download at the end.

6. How long does it usually take you to format my papers in Quantitative Finance?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Quantitative Finance.

7. Where can I find the template for the Quantitative Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Quantitative Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Quantitative Finance's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

9. Quantitative Finance an online tool or is there a desktop version?

SciSpace's Quantitative Finance is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

10. I cannot find my template in your gallery. Can you create it for me like Quantitative Finance?

Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Quantitative Finance?”

11. What is the output that I would get after using Quantitative Finance?

After writing your paper autoformatting in Quantitative Finance, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Quantitative Finance's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Quantitative Finance?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Quantitative Finance. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Quantitative Finance?

The 5 most common citation types in order of usage for Quantitative Finance are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Quantitative Finance?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Quantitative Finance's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

16. Can I download Quantitative Finance in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Quantitative Finance Endnote style according to Elsevier guidelines.

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I spent hours with MS word for reformatting. It was frustrating - plain and simple. With SciSpace, I can draft my manuscripts and once it is finished I can just submit. In case, I have to submit to another journal it is really just a button click instead of an afternoon of reformatting.

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