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Previous 		Contents: Volume 7, Number 4, Fall 2009   [Index by Author] 

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JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: i; doi:10.1093/jjfinec/nbp019 [PDF] [Request Permissions]  

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JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: ii; doi:10.1093/jjfinec/nbp020 [PDF] [Request Permissions]  

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JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: iii; doi:10.1093/jjfinec/nbp018 [PDF] [Request Permissions]  

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René Garcia, Eric Ghysels, Eric Renault, and Paulo Rodrigues
Special Issue on "Multivariate Volatility Models"
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 339-340; doi:10.1093/jjfinec/nbp017 [Extract] [Full Text] [PDF] [Request Permissions]  

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Karim Bannouh, Dick van Dijk, and Martin Martens
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range
Journal of Financial Econometrics Advance Access published on August 4, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 341-372; doi:10.1093/jjfinec/nbp012 [Abstract] [Full Text] [PDF] [Request Permissions]  

Annastiina Silvennoinen and Timo Teräsvirta
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
Journal of Financial Econometrics Advance Access published on September 8, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 373-411; doi:10.1093/jjfinec/nbp013 [Abstract] [Full Text] [PDF] [Request Permissions]  

Simon A. Broda and Marc S. Paolella
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
Journal of Financial Econometrics Advance Access published on August 21, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 412-436; doi:10.1093/jjfinec/nbp011 [Abstract] [Full Text] [PDF] [Request Permissions]  

Lorán Chollete, Andréas Heinen, and Alfonso Valdesogo
Modeling International Financial Returns with a Multivariate Regime-switching Copula
Journal of Financial Econometrics Advance Access published on September 15, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 437-480; doi:10.1093/jjfinec/nbp014 [Abstract] [Full Text] [PDF] [Request Permissions]  

Mike Aguilar
A Latent Factor Model of Multivariate Conditional Heteroscedasticity
Journal of Financial Econometrics Advance Access published on September 15, 2009
JOURNAL OF FINANCIAL ECONOMETRICS 2009 7: 481-503; doi:10.1093/jjfinec/nbp016 [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.