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告别编辑寄语

Farewell Editorial

Journal of Financial Econometrics · 2019
被引 2
人大 BABS 3

中文导读

这篇告别编辑寄语指出金融计量经济学现状空前良好,得益于传统与新兴领域人才的融合,以及该领域与实证金融的日益趋同,对金融学者和计量研究者均有启发。

Abstract

The state of financial econometrics has never been better. The field has been impacted by talent from a variety of areas: the traditional ones (finance, economics, and statistics) as well as less traditional ones (probability theory, physics, and computer science). We have also been witnessing an increasing convergence between financial econometrics and classical empirical finance, something which appeared doubtful even in the relatively recent past. Financial econometricians remain as focused as ever on methodological innovation, for which an ever-expanding arsenal of novel techniques is being deployed. They are now also increasingly interested in critical economic questions, once largely the prerogative of applied finance work. Financial economists, on the other hand, are less dismissive of methods which may have previously been seen as unnecessary technicalities. The recent advent of big data and machine learning may have facilitated aspects of this convergence. The maturity of both fields has certainly played an important role in leading to a shared language and more productive communications.

金融计量经济学金融经济学实证金融大数据机器学习