Publications [#238030] of Tim Bollerslev

Journal Articles

1. Bollerslev, T, Financial econometrics: Past developments and future challenges, Journal of Econometrics, vol. 100 no. 1 (January, 2001), pp. 41-51, Elsevier BV [doi]
   (last updated on 2024/04/24)

   Abstract:
   The field of financial econometrics has had a glamorous run during the life span of the Journal of Econometrics. This note provides a selective summary of the most important developments in the field over the past two decades, notably ARCH and GMM, along with a discussion of promising avenues for future research. © 2001 Elsevier Science S.A. All rights reserved.