Published Special Issue Papers 2009


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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