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Journal of Financial Econometrics

2011
- Volume 9
  - Issue 1 (Jan)
2010
- Volume 8
2009
- Volume 7
2008
- Volume 6
2007
- Volume 5
2006
- Volume 4
2005
- Volume 3
2004
- Volume 2
2003
- Volume 1

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Yield Curve and Volatility: Lessons from Eurodollar Futures and Options

Bikbov, Ruslan

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011
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Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

Bu, Ruijun

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Oxford University Press – Jan 1, 2011
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GARCH Parameter Estimation Using High-Frequency Data

Visser, Marcel P.

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011
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The JFEC Invited Lecture at the 2009 SoFiE Conference

Renault, René Garcia, Eric Ghysels and Eric

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011
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Risk-Price Dynamics

Borovička, Jaroslav

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011
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When is a Copula Constant? A Test for Changing Relationships

Busetti, Fabio

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011
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Robust Backtesting Tests for Value-at-risk Models

Escanciano, J. Carlos

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

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Journal of Financial Econometrics

Yield Curve and Volatility: Lessons from Eurodollar Futures and Options

Bikbov, Ruslan

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

Bu, Ruijun

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

GARCH Parameter Estimation Using High-Frequency Data

Visser, Marcel P.

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

The JFEC Invited Lecture at the 2009 SoFiE Conference

Renault, René Garcia, Eric Ghysels and Eric

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Risk-Price Dynamics

Borovička, Jaroslav

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

When is a Copula Constant? A Test for Changing Relationships

Busetti, Fabio

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Robust Backtesting Tests for Value-at-risk Models

Escanciano, J. Carlos

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

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Journal of Financial Econometrics

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Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1) Oxford University Press – Jan 1, 2011

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Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011

Follow Journal of Financial Econometrics , Volume 9 (1)
Oxford University Press – Jan 1, 2011