Financial econometrics: Past developments and future challenges-Reference-Cited by-同舟云学术

Financial econometrics: Past developments and future challenges

Published:2001-01 Issue:1 Volume:100 Page:41-51
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Bollerslev Tim

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference101 articles.

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2. Aı̈t-Sahalia, Y., 1998. Maximum likelihood estimation of discretely sampled diffusions: a closed-form approach. Working paper, Department of Economics, Princeton University.

3. Nonparametric risk management and implied risk aversion;Aı̈t-Sahalia;Journal of Econometrics,2000

4. Alizadeh, S., Brandt, W.M., Diebold, F.X., 1999. Range based estimation of stochastic volatility models. Working paper, Department of Economics, University of Pennsylvania.

5. Return volatility and trading volume;Andersen;Journal of Finance,1996

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