Journal of Financial Econometrics

Publisher： Oxford University Press

Founded in： 2003

Total resources： 4

E-ISSN： 1479-8417

ISSN： 1479-8417

Subject： F Economic

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Journal of Financial Econometrics

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Shape Invariant Modeling of Pricing Kernels and Risk Aversion

By Grith Maria,Hrdle Wolfgang,Park Juhyun in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 370-399

Oxford University Press

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Default, Liquidity, and Crises: an Econometric Framework

By Monfort Alain,Renne Jean-Paul in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 221-262

Oxford University Press

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

By Santos Andr A. P.,Nogales Francisco J.,Ruiz Esther in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 400-441

Oxford University Press

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Component-Driven Regime-Switching Volatility

By Fleming Jeff,Kirby Chris in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 263-301

Oxford University Press

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Change-Points in Affine Arbitrage-Free Term Structure Models

By Chib Siddhartha,Kang Kyu Ho in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 302-334

Oxford University Press

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Modeling Realized Covariances and Returns

By Jin Xin,Maheu John M. in (2013)

Journal of Financial Econometrics , Vol. 11, Iss. 2, 2013-03 , pp. 335-369

Oxford University Press

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Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach

By Nakajima Jouchi,West Mike in (2012)

Journal of Financial Econometrics , Vol. 11, Iss. 1, 2012-12 , pp. 116-153

Oxford University Press

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The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures

By Koopman Siem Jan,Scharth Marcel in (2012)

Journal of Financial Econometrics , Vol. 11, Iss. 1, 2012-12 , pp. 76-115

Oxford University Press

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Jackknife for Bias Reduction in Predictive Regressions

By Zhu Min in (2012)

Journal of Financial Econometrics , Vol. 11, Iss. 1, 2012-12 , pp. 193-220

Oxford University Press

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Stochastic Volatility of Volatility and Variance Risk Premia

By Barndorff-Nielsen Ole E.,Veraart Almut E. D. in (2012)

Journal of Financial Econometrics , Vol. 11, Iss. 1, 2012-12 , pp. 1-46

Oxford University Press

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