Financial econometrics: Past developments and future challenges

Journal Article (Journal Article)

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. © 2001 Elsevier Science S.A. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Bollerslev, T

Published Date

  • January 1, 2001

Published In

Volume / Issue

  • 100 / 1

Start / End Page

  • 41 - 51

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/S0304-4076(00)00052-X

Citation Source

  • Scopus