SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Financial econometrics: Past developments and future challenges · Study

ArticleShelves

ArticleFinancial econometrics: Past developments and future challenges

Tim Bollerslev2001

Article2001

Financial econometrics: Past developments and future challenges

75 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 75 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1992ARCH modeling in finance

Cited by

2002Policy analysis from first principles 2016Multicriteria Decision Aid/Analysis in Finance 2017Modeling non-normality using multivariatet: implications for asset pricing 2002Asset Pricing with Observable Stochastic Discount Factors 2011A hybrid procedure with feature selection for resolving stock/futures price forecasting problems 2006Multicriteria Decision Aid/Analysis in Finance 2015The financial econometrics of price discovery and predictability 2016Unit root modeling for trending stock market series

Details

Year2001

Typearticle

Published2001-01-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations75

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s0304-4076(00)00052-x

openalex_workW2095617175

Links

Imported from OpenAlex (CC0) — nothing here is generated.