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Previous Next 		Contents: Volume 7, Number 2, Spring 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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Melanie Birke and Kay F. Pilz
Nonparametric Option Pricing with No-Arbitrage Constraints
Journal of Financial Econometrics Advance Access published on November 7, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 53-76; doi:10.1093/jjfinec/nbn016 [Abstract] [Full Text] [PDF] [Request Permissions]  

Eric Jondeau and Michael Rockinger
The Impact of Shocks on Higher Moments
Journal of Financial Econometrics Advance Access published on December 9, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 77-105; doi:10.1093/jjfinec/nbn017 [Abstract] [Full Text] [PDF] [Request Permissions]  

Masato Ubukata and Kosuke Oya
Estimation and Testing for Dependence in Market Microstructure Noise
Journal of Financial Econometrics Advance Access published on January 6, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 106-151; doi:10.1093/jjfinec/nbn021 [Abstract] [Full Text] [PDF] [Request Permissions]  

Yong Bao
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution
Journal of Financial Econometrics Advance Access published on December 8, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 152-173; doi:10.1093/jjfinec/nbn022 [Abstract] [Full Text] [PDF] [Request Permissions]  

Fulvio Corsi
A Simple Approximate Long-Memory Model of Realized Volatility
Journal of Financial Econometrics Advance Access published on February 19, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 174-196; doi:10.1093/jjfinec/nbp001 [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.