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An Important Area of Study in Econometrics—Financial Econometric Theory: Retrospect and Prospects
Author(s): 
Pages: 14-16
Year: Issue:  5
Journal: NANKAI ECONOMIC STUDIES

Keyword:  金融计量经济学随机波动模型自回归条件异方差模型;
Abstract: 本文介绍金融计量经济学在过去十几年里的发展过程,取得的主要研究成果,以及作者在此领域做出的贡献。同时也对金融计量经济学今后的发展做出展望。
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