ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008
SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
Editorial
Jianqing Fan and Richard J. Smith
Realized kernels in practice: trades and quotes
O. E. Barndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard
An arbitrage-free generalized Nelson–Siegel term structure model
Jens H. E. Christensen, Francis X. Diebold and Glenn D. Rudebusch
The econometrics of mean-variance efficiency tests: a survey
Enrique Sentana
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