Financial econometrics: Past developments and future challenges
Publication
, Journal Article
Bollerslev, T
Published in: Journal of Econometrics
January 1, 2001
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.
Duke Scholars
Published In
Journal of Econometrics
DOI
ISSN
0304-4076
Publication Date
January 1, 2001
Volume
100
Issue
1
Start / End Page
41 / 51
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T. (2001). Financial econometrics: Past developments and future challenges. Journal of Econometrics, 100(1), 41–51. https://doi.org/10.1016/S0304-4076(00)00052-X
Bollerslev, T. “Financial econometrics: Past developments and future challenges.” Journal of Econometrics 100, no. 1 (January 1, 2001): 41–51. https://doi.org/10.1016/S0304-4076(00)00052-X.
Bollerslev T. Financial econometrics: Past developments and future challenges. Journal of Econometrics. 2001 Jan 1;100(1):41–51.
Bollerslev, T. “Financial econometrics: Past developments and future challenges.” Journal of Econometrics, vol. 100, no. 1, Jan. 2001, pp. 41–51. Scopus, doi:10.1016/S0304-4076(00)00052-X.
Bollerslev T. Financial econometrics: Past developments and future challenges. Journal of Econometrics. 2001 Jan 1;100(1):41–51.
Published In
Journal of Econometrics
DOI
ISSN
0304-4076
Publication Date
January 1, 2001
Volume
100
Issue
1
Start / End Page
41 / 51
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics