Skip Navigation

Receive this page by email each issue: [Sign up for eTOCs]

Cover Image
Other Issues:
Previous 		Contents: Volume 6, Number 4, Fall 2008   [Index by Author] 

Down Articles


[Search ALL Issues]

Front Matter (PDF) | Back Matter (PDF) | Table of Contents (PDF)

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.

Articles Back

H. Bertholon, A. Monfort, and F. Pegoraro
Econometric Asset Pricing Modelling
Journal of Financial Econometrics Advance Access published on September 9, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 407-458; doi:10.1093/jjfinec/nbn011 [Abstract] [Full Text] [PDF] [Request Permissions]  

Peter C. Schotman, Rolf Tschernig, and Jan Budek
Long Memory and the Term Structure of Risk
Journal of Financial Econometrics Advance Access published on July 23, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 459-495; doi:10.1093/jjfinec/nbn010 [Abstract] [Full Text] [PDF] [Request Permissions]  

Per Frederiksen and Morten Ørregaard Nielsen
Bias-Reduced Estimation of Long-Memory Stochastic Volatility
Journal of Financial Econometrics Advance Access published on July 17, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 496-512; doi:10.1093/jjfinec/nbn009 [Abstract] [Full Text] [PDF] [Request Permissions]  

Christian T. Brownlees and Giampiero M. Gallo
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria
Journal of Financial Econometrics Advance Access published on September 19, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 513-539; doi:10.1093/jjfinec/nbn012 [Abstract] [Full Text] [PDF] [Request Permissions]  

Lars Stentoft
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution
Journal of Financial Econometrics Advance Access published on September 19, 2008
JOURNAL OF FINANCIAL ECONOMETRICS 2008 6: 540-582; doi:10.1093/jjfinec/nbn013 [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.