ROYAL ECONOMIC SOCIETY ANNUAL CONFERENCE 2008
SPECIAL ISSUE ON FINANCIAL ECONOMETRICS
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
EctJ has an improved two year Impact Factor of 1.116 up from last year’s 0.818.
The 5-year Impact Factor is at its highest ever figure now at 1.579 (up from 1.488 in 2014). Read more
By Peter C. B. Phillips. Read More
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