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

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

11.  Carol Alexander
The Present and Future of Financial Risk Management
JOURNAL OF FINANCIAL ECONOMETRICS Jan 01, 2005; 3: 3-25.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
12.  Ole E. Barndorff-Nielsen, Neil Shephard
Power and Bipower Variation with Stochastic Volatility and Jumps
JOURNAL OF FINANCIAL ECONOMETRICS Jan 01, 2004; 2: 1-37.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
13.  Nikolay Gospodinov
Testing For Threshold Nonlinearity in Short-Term Interest Rates
JOURNAL OF FINANCIAL ECONOMETRICS Jul 01, 2005; 3: 344-371.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
14.  Robert F. Engle, Asger Lunde
Trades and Quotes: A Bivariate Point Process
JOURNAL OF FINANCIAL ECONOMETRICS Jun 01, 2003; 1: 159-188.
(In "Article")   [Abstract]     [PDF]
 
15.  Xin Huang, George Tauchen
The Relative Contribution of Jumps to Total Price Variance
JOURNAL OF FINANCIAL ECONOMETRICS Oct 01, 2005; 3: 456-499.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
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Last Updated: 06/09/2008 03:40:29