• Title of article

    Financial econometrics: Past developments and future challenges

  • Author/Authors

    Bollerslev، نويسنده , , Tim، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    11
  • From page
    41
  • To page
    51
  • Abstract
    The field of financial econometrics has had a glamorous run during the life span of the Journal of Econometrics. This note provides a selective summary of the most important developments in the field over the past two decades, notably ARCH and GMM, along with a discussion of promising avenues for future research.
  • Keywords
    GMM , High-frequency data , ARCH , Risk-neutral distributions , Long memory , Continuous time modeling
  • Journal title
    Journal of Econometrics
  • Serial Year
    2001
  • Journal title
    Journal of Econometrics
  • Record number

    1557161

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557161