Issues

Editorial for the special issue on financial econometrics

Xu Zheng; Stan Hurn
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Revisiting the numerical solution of stochastic differential equations

Stan Hurn; Kenneth A. Lindsay; Lina Xu
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Long memory or structural break? Empirical evidences from index volatility in stock market

Yi Luo; Yirong Huang
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The economic value of using CAW-type models to forecast covariance matrix

Shuran Zhao; Jinchen Li; Yaping Jiang; Peimin Ren
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US and Chinese yield curve responses to RMB exchange rate policy shocks: An analysis with the arbitrage-free Nelson-Siegel term structure model

Zhiwu Hong; Linlin Niu; Gengming Zeng
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A penalized expected risk criterion for portfolio selection

Ronghua Luo; Yi Liu; Wei Lan
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Stock return predictability when growth and accrual measures are negatively correlated

Miao Luo; Tao Chen; Jun Cai
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