Skip Navigation

Receive this page by email each issue: [Sign up for eTOCs]

Cover Image
Other Issues:
Previous 		Contents: Volume 6, Number 3, Summer 2008   [Index by Author] 

Down Articles


[Search ALL Issues]

Front Matter (PDF) | Back Matter (PDF) | Table of Contents (PDF)

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.

Articles Back

Philip Hans Franses, Marco van der Leij, and Richard Paap
A Simple Test for GARCH Against a Stochastic Volatility Model
Journal of Financial Econometrics Advance Access published on May 25, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 291-306; doi:10.1093/jjfinec/nbn008 [Abstract] [Full Text] [PDF] [Request Permissions]  

Denise R. Osborn, Christos S. Savva, and Len Gill
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
Journal of Financial Econometrics Advance Access published on May 8, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 307-325; doi:10.1093/jjfinec/nbn005 [Abstract] [Full Text] [PDF] [Supplementary Data] [Request Permissions]  

Chun Liu and John M. Maheu
Are There Structural Breaks in Realized Volatility?
Journal of Financial Econometrics Advance Access published on May 8, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 326-360; doi:10.1093/jjfinec/nbn006 [Abstract] [Full Text] [PDF] [Request Permissions]  

Ralf Brüggemann, Wolfgang Härdle, Julius Mungo, and Carsten Trenkler
VAR Modeling for Dynamic Loadings Driving Volatility Strings
Journal of Financial Econometrics Advance Access published on April 8, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 361-381; doi:10.1093/jjfinec/nbn004 [Abstract] [Full Text] [PDF] [Request Permissions]  

James W. Taylor
Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall
Journal of Financial Econometrics Advance Access published on May 16, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 382-406; doi:10.1093/jjfinec/nbn007 [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.