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Previous Next 		Contents: Volume 5, Number 4, Fall 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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C. Gourieroux
Positivity Conditions for a Bivariate Autoregressive Volatility Specification
Journal of Financial Econometrics Advance Access published on July 11, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 624-636; doi:10.1093/jjfinec/nbm010 [Abstract] [FREE Full Text] [PDF]   OPEN ACCESS ARTICLE  

Francesco Audrino and Fabio Trojani
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent
Journal of Financial Econometrics Advance Access published on August 8, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 591-623; doi:10.1093/jjfinec/nbm011 [Abstract] [Full Text] [PDF] [Request Permissions]  

John M. Maheu and Thomas H. McCurdy
Components of Market Risk and Return
Journal of Financial Econometrics Advance Access published on August 31, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 560-590; doi:10.1093/jjfinec/nbm012 [Abstract] [FREE Full Text] [PDF]   OPEN ACCESS ARTICLE  

A. Ronald Gallant and Han Hong
A Statistical Inquiry into the Plausibility of Recursive Utility
Journal of Financial Econometrics Advance Access published on August 11, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2007 5: 523-559; doi:10.1093/jjfinec/nbm013 [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.