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About this Journal

2008 Impact Factor now 1.220 up from 0.771 in 2007!

ISSN: 1532-4168 (electronic) 0747-4938 (paper)

Publication Frequency: 6 issues per year

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Publisher: Taylor & Francis

Issue Purchase: US$420.48 - buy now buy now

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Original Articles
	LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS Jonathan H. Wright Pages 397 – 417 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now
	DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY Ionel Birgean; Lutz Kilian Pages 449 – 476 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS Edoardo Otranto; Giampiero M. Gallo Pages 477 – 496 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now
	FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS Russell Davidson; James G. MacKinnon Pages 419 – 429 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now
	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS Yoosoon Chang; Joon Y. Park Pages 431 – 447 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Cited By \| Related Articles	buy now