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Contents: Vol. 4, No. 3, Summer 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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Tim Bollerslev, Julia Litvinova, and George Tauchen

Journal of Financial Econometrics Advance Access published on May 17, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 353-384; doi:10.1093/jjfinec/nbj014 [Abstract] [Full Text] [PDF] [Request Permissions]  

Massimiliano Caporin and Michael McAleer

Journal of Financial Econometrics Advance Access published on April 12, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 385-412; doi:10.1093/jjfinec/nbj011 [Abstract] [Full Text] [PDF] [Request Permissions]  

Christian Conrad and Berthold R. Haag

Journal of Financial Econometrics Advance Access published on June 8, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 413-449; doi:10.1093/jjfinec/nbj015 [Abstract] [Full Text] [PDF] [Request Permissions]  

Luc Bauwens and Nikolaus Hautsch

Journal of Financial Econometrics Advance Access published on May 12, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 450-493; doi:10.1093/jjfinec/nbj013 [Abstract] [Full Text] [PDF] [Request Permissions]  

C. Gourieroux, A. Monfort, and V. Polimenis

Journal of Financial Econometrics Advance Access published on April 20, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 494-530; doi:10.1093/jjfinec/nbj012 [Abstract] [Full Text] [PDF] [Request Permissions]  

Adam Canopius

Journal of Financial Econometrics Advance Access published on June 24, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (3): 531-536; doi:10.1093/jjfinec/nbj016 [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.