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Contents: Vol. 4, No. 1, Winter 2006   [Index by Author] 
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To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.

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Ole E. Barndorff-Nielsen and Neil Shephard

Journal of Financial Econometrics Advance Access published on August 19, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 1-30; doi:10.1093/jjfinec/nbi022 [Abstract] [Full Text] [PDF] [Request Permissions]  

Christian Gourieroux and Razvan Sufana

Journal of Financial Econometrics Advance Access published on December 8, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 31-52; doi:10.1093/jjfinec/nbj003 [Abstract] [Full Text] [PDF] [Request Permissions]  

Keith Kuester, Stefan Mittnik, and Marc S. Paolella

Journal of Financial Econometrics Advance Access published on October 12, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 53-89; doi:10.1093/jjfinec/nbj002 [Abstract] [Full Text] [PDF] [Request Permissions]  

Ilias Tsiakas

Journal of Financial Econometrics Advance Access published on August 18, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 90-135; doi:10.1093/jjfinec/nbi023 [Abstract] [Full Text] [PDF] [Request Permissions]  

Tony Berrada

Journal of Financial Econometrics Advance Access published on October 19, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 136-160; doi:10.1093/jjfinec/nbj001 [Abstract] [Full Text] [PDF] [Request Permissions]  

Adam Canopius

Journal of Financial Econometrics Advance Access published on December 8, 2005
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (1): 161-166; doi:10.1093/jjfinec/nbj004 [Extract] [Full Text] [PDF] [Request Permissions]  

To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.