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Previous Next 		Contents: Volume 6, Number 1, Winter 2008   [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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Massimo Guidolin and Allan Timmermann
Size and Value Anomalies under Regime Shifts
Journal of Financial Econometrics Advance Access published on December 11, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 1-48; doi:10.1093/jjfinec/nbm021 [Abstract] [Full Text] [PDF] [Request Permissions]  

Xinting Fan and Ming Liu
Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis
Journal of Financial Econometrics Advance Access published on September 22, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 49-86; doi:10.1093/jjfinec/nbm018 [Abstract] [Full Text] [PDF] [Request Permissions]  

Song Xi Chen
Nonparametric Estimation of Expected Shortfall
Journal of Financial Econometrics Advance Access published on November 28, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 87-107; doi:10.1093/jjfinec/nbm019 [Abstract] [FREE Full Text] [PDF]   OPEN ACCESS ARTICLE  

Gregory R. Duffee and Richard H. Stanton
Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structure Estimation
Journal of Financial Econometrics Advance Access published on August 22, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 108-142; doi:10.1093/jjfinec/nbm014 [Abstract] [Full Text] [PDF] [Request Permissions]  

Ingmar Nolte
Modeling a Multivariate Transaction Process
Journal of Financial Econometrics Advance Access published on November 22, 2007
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 143-170; doi:10.1093/jjfinec/nbm020 [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.