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Previous Next 		Contents: Volume 7, Number 1, Winter 2009   [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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Eric Ghysels
The Society for Financial Econometrics (SoFiE) Inaugural Conference: New York, June 4–6, 2008
Journal of Financial Econometrics Advance Access published on November 27, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 1-2; doi:10.1093/jjfinec/nbn020 [Extract] [Full Text] [PDF] [Request Permissions]  

Charles I. Plosser
Financial Econometrics, Financial Innovation, and Financial Stability
Journal of Financial Econometrics Advance Access published on September 26, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 3-11; doi:10.1093/jjfinec/nbn014 [Abstract] [Full Text] [PDF] [Request Permissions]  

Pierre Collin-Dufresne
A Short Introduction to Correlation Markets
Journal of Financial Econometrics Advance Access published on December 9, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 12-29; doi:10.1093/jjfinec/nbn019 [Abstract] [Full Text] [PDF] [Request Permissions]  

Paul Embrechts
Linear Correlation and EVT: Properties and Caveats
Journal of Financial Econometrics Advance Access published on September 25, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 30-39; doi:10.1093/jjfinec/nbn015 [Abstract] [Full Text] [PDF] [Request Permissions]  

Robin L. Lumsdaine
Correlation, Models, and Risk Management in Challenging Times
Journal of Financial Econometrics Advance Access published on December 9, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 40-51; doi:10.1093/jjfinec/nbn018 [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.