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Previous Next 		Contents: Vol. 4, No. 4, Fall 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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Lorenzo Cappiello, Robert F. Engle, and Kevin Sheppard

Journal of Financial Econometrics Advance Access published on September 25, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 537-572; doi:10.1093/jjfinec/nbl005 [Abstract] [Full Text] [PDF] [Request Permissions]  

Ji-Chun Liu

Journal of Financial Econometrics Advance Access published on September 6, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 573-593; doi:10.1093/jjfinec/nbl004 [Abstract] [Full Text] [PDF] [Request Permissions]  

Markku Lanne

Journal of Financial Econometrics Advance Access published on August 9, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 594-616; doi:10.1093/jjfinec/nbl001 [Abstract] [Full Text] [PDF] [Request Permissions]  

Lajos Horváth, Piotr Kokoszka, and Ricardas Zitikis

Journal of Financial Econometrics Advance Access published on August 23, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 617-635; doi:10.1093/jjfinec/nbl002 [Abstract] [Full Text] [PDF] [Request Permissions]  

Federico M. Bandi and Benoit Perron

Journal of Financial Econometrics Advance Access published on September 7, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 636-670; doi:10.1093/jjfinec/nbl003 [Abstract] [Full Text] [PDF] [Request Permissions]  

Adam Canopius

Journal of Financial Econometrics Advance Access published on September 28, 2006
JOURNAL OF FINANCIAL ECONOMETRICS 2006 4 (4): 671-675; doi:10.1093/jjfinec/nbl006 [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.