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The 50 Most-Frequently Read Articles
in JOURNAL OF FINANCIAL ECONOMETRICS during April 2008 -- updated monthly

Most-read rankings are recalculated at the beginning of the month and are based on full-text and pdf views.

6.  Song Xi Chen
Nonparametric Estimation of Expected Shortfall
JOURNAL OF FINANCIAL ECONOMETRICS Jan 01, 2008; 6: 87-107.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
7.  Tim Bollerslev, Julia Litvinova, George Tauchen
Leverage and Volatility Feedback Effects in High-Frequency Data
JOURNAL OF FINANCIAL ECONOMETRICS Jul 01, 2006; 4: 353-384.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
8.  Kjersti Aas, Ingrid Hobæk Haff
The Generalized Hyperbolic Skew Student’s t-Distribution
JOURNAL OF FINANCIAL ECONOMETRICS Apr 01, 2006; 4: 275-309.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
9.  Lorenzo Cappiello, Robert F. Engle, Kevin Sheppard
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
JOURNAL OF FINANCIAL ECONOMETRICS Oct 01, 2006; 4: 537-572.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
10.  Markus Haas, Stefan Mittnik, Marc S. Paolella
A New Approach to Markov-Switching GARCH Models
JOURNAL OF FINANCIAL ECONOMETRICS Sep 01, 2004; 2: 493-530.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
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Last Updated: 05/09/2008 21:39:00