Volume 17 Number 5

September-October, 2002

	Financial Volatility: An Introduction P. H. Franses and M. McAleer	419-424
	New Frontiers for ARCH Models R. Engle	425-446
	Some Comments on Risk C. W. J. Granger	447-456
	Estimating Quadratic Variation Using Realized Variance O. E. Barndorff-Nielsen and N. Shephard	457-477
	A Theoretical Comparison Between Integrated and Realized Volatility N. Meddahi	479-508
	Maximum Likelihood Estimation of STAR-GARCH Models: Theory and Monte Carlo Evidence F. Chan and M. McAleer	509-534
	Bridging the Gap Between the Distribution of Realized (ECU) Volatility and ARCH Modelling (of the Euro): The GARCH-NIG Model L. Forsberg and T. Bollerslev	535-548
	GO-GARCH: A Multivariate Generalized Orthogonal GARCH Model R. van der Weide	549-564
	Time-Irreversibility and EGARCH Effects in US Stock Index Returns Y-T. Chen and C-M. Kuan	565-578
	Detecting Multiple Breaks in Financial Market Volatility Dynamics E. Andreou and E. Ghysels	579-600
	Modelling and Forecasting Level Shifts in Absolute Returns P. H. Franses, M. van der Leij and R. Papp	601-616

© 2005 by John Wiley & Sons, Ltd.