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Previous Next 		Contents: Volume 5, Number 3, Summer 2007   [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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Jianqing Fan, Yingying Fan, and Jinchi Lv
Aggregation of Nonparametric Estimators for Volatility Matrix
Journal of Financial Econometrics Advance Access published on April 25, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 321-357; doi:10.1093/jjfinec/nbm008 [Abstract] [Full Text] [PDF] [Request Permissions]  

Dimitris N. Politis
Model-free versus Model-based Volatility Prediction
Journal of Financial Econometrics Advance Access published on March 8, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 358-359; doi:10.1093/jjfinec/nbm004 [Abstract] [Full Text] [PDF] [Request Permissions]  

A. S. Hurn, J. I. Jeisman, and K. A. Lindsay
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations
Journal of Financial Econometrics Advance Access published on June 7, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 390-455; doi:10.1093/jjfinec/nbm009 [Abstract] [Full Text] [PDF] [Request Permissions]  

Francesco Audrino and Enrico De Giorgi
Beta Regimes for the Yield Curve
Journal of Financial Econometrics Advance Access published on May 8, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 456-490; doi:10.1093/jjfinec/nbm007 [Abstract] [Full Text] [PDF] [Request Permissions]  

Joakim Westerlund
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis
Journal of Financial Econometrics Advance Access published on March 8, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 491-522; doi:10.1093/jjfinec/nbm006 [Abstract] [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.