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.
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.
New Method of Financial Econometrics——Efficient Method of Moments
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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