Beschreibung: Financial Econometrics

1. Verfasser:	Tse, Yiu-Kuen , [VerfasserIn]
Umfang/Format:	1 online resource (136 pages).
Schlagworte:	tuning parameter choice Markov process model averaging n/a steady state distributions realized volatility threshold risk prices threshold auto-regression bond risk premia linear programming estimator volatility forecasting Bayesian inference asset price bubbles stationarity deviance information criterion model selection probability integral transform forecast comparisons Markov-Chain Monte Carlo explosive regimes multivariate nonlinear time series Tukey's power transformation affine term structure models Mallows criterion nonlinear nonnegative autoregression TVAR models stochastic conditional duration shrinkage
Online Zugang:	DOAB: download the publication DOAB: description of the publication

ISBN:	books978-3-03921-627-7 9783039216260 9783039216277
Zusätzliche Informationen:	English