Financial econometrics: Past developments and future challenges (Q1841086)
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scientific article; zbMATH DE number 1568608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometrics: Past developments and future challenges |
scientific article; zbMATH DE number 1568608 |
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Financial econometrics: Past developments and future challenges (English)
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5 June 2001
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high-frequency data
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long memory
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continuous time modeling
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risk-neutral distributions
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ARCH
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GMM
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0.8913764
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