Financial econometrics: Past developments and future challenges

Journal of Econometrics

Volumn 100, Issue 1, 2001, Pages 41-51

  Bollerslev, T ^a,b  

^a DUKE UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

ARCH; Continuous time modeling; GMM; High frequency data; Long memory; Risk neutral distributions

Indexed keywords

EID: 0002925328     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00052-X     Document Type: Article

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