<P>Contents: Vol. 3, No. 3, Summer 2005 [Index by Author] Other Issues:
Articles

To see an article, click its [Full Text] 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.
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<P>Articles:
Tae-Hwan Kim, Halbert White, and Douglas Stone
Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 315-343; doi:10.1093/jjfinec/nbi015 [Abstract] [Full Text] [PDF] </P>
<P> Nikolay Gospodinov
Testing For Threshold Nonlinearity in Short-Term Interest Rates
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 344-371; doi:10.1093/jjfinec/nbi016 [Abstract] [Full Text] [PDF] </P>
<P> Morten &Oslash;rregaard Nielsen
Multivariate Lagrange Multiplier Tests for Fractional Integration
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 372-398; doi:10.1093/jjfinec/nbi017 [Abstract] [Full Text] [PDF] </P>
<P> Chris Brooks, Simon P. Burke, Saeed Heravi, and Gita Persand
Autoregressive Conditional Kurtosis
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 399-421; doi:10.1093/jjfinec/nbi018 [Abstract] [Full Text] [PDF] </P>
<P> Francesco Audrino, Giovanni Barone-Adesi, and Antonietta Mira
The Stability of Factor Models of Interest Rates
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 422-441; doi:10.1093/jjfinec/nbi019 [Abstract] [Full Text] [PDF] </P>
<P>Adam Canopius
Practitioners’ Corner
JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 442-446; doi:10.1093/jjfinec/nbi020 [Extract] [Full Text] [PDF]</P>