| 2115 | -- | 2117 | Alessandra Amendola, Christian Francq, Siem Jan Koopman. Special Issue on Nonlinear Modelling and Financial Econometrics |
| 2118 | -- | 2141 | J. Arteche. Semiparametric estimation in perturbed long memory series |
| 2142 | -- | 2163 | Pierre Duchesne. Testing for multivariate autoregressive conditional heteroskedasticity using wavelets |
| 2164 | -- | 2178 | Cathy W. S. Chen, Richard Gerlach, Mike K. P. So. Comparison of nonnested asymmetric heteroskedastic models |
| 2179 | -- | 2191 | Giovanni De Luca, Paola Zuccolotto. Regime-switching Pareto distributions for ACD models |
| 2192 | -- | 2209 | Jan Bulla, Ingo Bulla. Stylized facts of financial time series and hidden semi-Markov models |
| 2210 | -- | 2217 | Myung Suk Kim, Suojin Wang. On the applicability of stochastic volatility models |
| 2218 | -- | 2231 | Jun Yu, Zhenlin Yang, Xibin Zhang. A class of nonlinear stochastic volatility models and its implications for pricing currency options |
| 2232 | -- | 2245 | Christian T. Brownlees, Giampiero M. Gallo. Financial econometric analysis at ultra-high frequency: Data handling concerns |
| 2246 | -- | 2266 | Bart Frijns, Peter C. Schotman. Nonlinear dynamics in Nasdaq dealer quotes |
| 2267 | -- | 2277 | Francesco Audrino, Giovanni Barone-Adesi. A dynamic model of expected bond returns: A functional gradient descent approach |
| 2278 | -- | 2294 | J. Carlos Escanciano, Carlos Velasco. Testing the martingale difference hypothesis using integrated regression functions |
| 2295 | -- | 2312 | Christoph Hartz, Stefan Mittnik, Marc Paolella. Accurate value-at-risk forecasting based on the normal-GARCH model |
| 2313 | -- | 2338 | Zhengjun Zhang, James Huang. Extremal financial risk models and portfolio evaluation |
| 2339 | -- | 2349 | Zdenek Hlávka. Fast algorithm for nonparametric arbitrage-free SPD estimation |
| 2350 | -- | 2364 | Robert C. Jung, Martin Kukuk, Roman Liesenfeld. Time series of count data: modeling, estimation and diagnostics |
| 2365 | -- | 2373 | Cristiano Varin, Paolo Vidoni. Pairwise likelihood inference for ordinal categorical time series |