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.

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]

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]

Morten Ørregaard 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]

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]

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]

Adam Canopius Practitioners’ Corner JOURNAL OF FINANCIAL ECONOMETRICS 2005 3 (3): 442-446; doi:10.1093/jjfinec/nbi020 [Extract] [Full Text] [PDF]