The past and future of empirical finance: some personal comments

被引：14

作者：

Granger, CWJ ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Econ, La Jolla, CA 92093 USA

来源：

JOURNAL OF ECONOMETRICS | 2005年 / 129卷 / 1-2期

关键词：

long-memory; predictive distribution; continuous-time theory;

D O I：

10.1016/j.jeconom.2004.09.002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This is an overview of how empirical finance has evolved since 1960 with some suggestions about the future developments. The original attention just to modelling the first two moments will change to considering the whole distribution. Particular attention is paid to the 'long-memory' property and some comments are made about the relevance of continuous time theory. (c) 2004 Elsevier B.V. All rights reserved.

引用

页码：35 / 40

页数：6

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