Journal of Applied Econometrics

Cover image for Journal of Applied Econometrics

Special Issue: Modelling and Forecasting Financial Volatility

September/October 2002

Volume 17, Issue 5

Pages 419–616

Issue edited by: Philip Hans Franses, Michael McAleer

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Financial volatility: an introduction (pages 419–424)

      Philip Hans Franses and Michael McAleer

      Version of Record online: 28 OCT 2002 | DOI: 10.1002/jae.693

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      Some comments on risk (pages 447–456)

      Clive W. J. Granger

      Version of Record online: 28 OCT 2002 | DOI: 10.1002/jae.687

    3. Estimating quadratic variation using realized variance (pages 457–477)

      Ole E. Barndorff-Nielsen and Neil Shephard

      Version of Record online: 28 OCT 2002 | DOI: 10.1002/jae.691

    4. Modelling and forecasting level shifts in absolute returns (pages 601–616)

      Philip Hans Franses, Marco Van Der Leij and Richard Paap

      Version of Record online: 28 OCT 2002 | DOI: 10.1002/jae.690

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