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Journal of Financial Econometrics Advance Access

Journal of Financial Econometrics Advance Access articles are papers that have been copyedited and typeset but not yet paginated for inclusion in an issue of the journal. More information, including how to cite Advance Access papers, can be found on the Advance Access page.

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To see an article, click its [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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Articles
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.
doi:10.1093/jjfinec/nbn007
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Articles
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.
doi:10.1093/jjfinec/nbn005
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Articles
Chun Liu and John M. Maheu
Are There Structural Breaks in Realized Volatility?
Journal of Financial Econometrics Advance Access published on May 8, 2008.
doi:10.1093/jjfinec/nbn006
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Articles
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.
doi:10.1093/jjfinec/nbn004
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To see an article, click its [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.