| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9555302 | Journal of Econometrics | 2005 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Clive W.J. Granger,