朱永军. 金融计量新方法——有效矩方法理论研究进展[J]. 南昌航空大学学报（社会科学版）, 2008, 10(1): 34-39.
引用本文: 朱永军. 金融计量新方法——有效矩方法理论研究进展[J]. 南昌航空大学学报（社会科学版）, 2008, 10(1): 34-39.
shu
ZHU Yong-jun. New Method of Financial Econometrics——Efficient Method of Moments[J]. JOURNAL OF NANCHANG HANGKONG UNIVERSITY(SOCLAL SCIENCES), 2008, 10(1): 34-39.
Citation: ZHU Yong-jun. New Method of Financial Econometrics——Efficient Method of Moments[J]. JOURNAL OF NANCHANG HANGKONG UNIVERSITY(SOCLAL SCIENCES), 2008, 10(1): 34-39.
shu

金融计量新方法——有效矩方法理论研究进展

New Method of Financial Econometrics——Efficient Method of Moments

    摘要
  • 摘要: 由Gallant,Tauchen(199),Gallant,Long(1997)发展并完善的有效矩方法(Efficient Method of Moments,简记为EMM)是现代金融理论中模型设定分析的有效方法.本文对EMM理论研究进展进行了综述并指出了其中还存在的一些不完善和值得继续研究的地方.

     

    Abstract: The Efficient Method of Moments(EMM)developed by Gallant,Tauchen(1996)and Gallant,Long(1997)is a new method of analysing financial data.In this paper,the author makes research into the advances of theory of EMM,points out some problems about the EMM and proposes some possible methods to solve these problems.

     

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