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Journal of Financial Econometrics

2013
- Volume 11
  - Issue 2 (Mar)
2012
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  - Issue 1 (Dec)
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  - Issue 4 (Sep)
  - Issue 3 (Jun)
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Journal of Financial Econometrics

Default, Liquidity, and Crises: an Econometric Framework

Monfort, Alain

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Component-Driven Regime-Switching Volatility

Fleming, Jeff

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Change-Points in Affine Arbitrage-Free Term Structure Models

Chib, Siddhartha

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Shape Invariant Modeling of Pricing Kernels and Risk Aversion

Grith, Maria

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Modeling Realized Covariances and Returns

Jin, Xin

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk

Santos, André A. P.

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

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Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013

Follow Journal of Financial Econometrics , Volume 11 (2) Oxford University Press – Mar 1, 2013