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

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

16.  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]
 
17.  M. Angeles Carnero, Daniel Peña, Esther Ruiz
Persistence and Kurtosis in GARCH and Stochastic Volatility Models
JOURNAL OF FINANCIAL ECONOMETRICS Mar 01, 2004; 2: 319-342.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
18.  John M. Maheu, Thomas H. McCurdy
Components of Market Risk and Return
JOURNAL OF FINANCIAL ECONOMETRICS Aug 31, 2007; doi: 10.1093/jjfinec/nbm012.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
19.  Peter C. Schotman, Rolf Tschernig, Jan Budek
Long Memory and the Term Structure of Risk
JOURNAL OF FINANCIAL ECONOMETRICS Jul 23, 2008; doi: 10.1093/jjfinec/nbn010.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
20.  Ole E. Barndorff-Nielsen, Neil Shephard
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
JOURNAL OF FINANCIAL ECONOMETRICS Jan 01, 2006; 4: 1-30.
(In "Article")   [Abstract]     [Full Text]     [PDF]
 
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Last Updated: 09/05/2008 00:56:25