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02565namaa2200745ui 4500 |
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003027686 |
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20221228154146.0 |
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DE-2553 |
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m o d |
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cr|mn|---annan |
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20210211s2019 xx |||||o ||| 0|eng d |
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|a books978-3-03921-627-7
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|a 9783039216260
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|a 9783039216277
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|a oapen
|c oapen
|b eng
|d DE-2553
|e rda
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| 024 |
7 |
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|a 10.3390/books978-3-03921-627-7
|c doi
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| 041 |
0 |
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|a eng
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| 042 |
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|a dc
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| 100 |
1 |
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|a Tse, Yiu-Kuen
|e author
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| 245 |
1 |
0 |
|a Financial Econometrics
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| 264 |
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|b MDPI - Multidisciplinary Digital Publishing Institute,
|c 2019.
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| 300 |
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|a 1 online resource (136 pages).
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 506 |
0 |
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|a Open Access
|2 star
|f Unrestricted online access
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| 540 |
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|a Creative Commons
|f https://creativecommons.org/licenses/by-nc-nd/4.0/
|2 cc
|4 https://creativecommons.org/licenses/by-nc-nd/4.0/
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| 546 |
|
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|a English
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| 653 |
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|a tuning parameter choice
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| 653 |
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|a Markov process
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| 653 |
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|a model averaging
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| 653 |
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|a n/a
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| 653 |
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|a steady state distributions
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| 653 |
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|a realized volatility
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| 653 |
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|a threshold
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| 653 |
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|a risk prices
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| 653 |
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|a threshold auto-regression
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| 653 |
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|a bond risk premia
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| 653 |
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|a linear programming estimator
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| 653 |
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|a volatility forecasting
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| 653 |
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|a Bayesian inference
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| 653 |
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|a asset price bubbles
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| 653 |
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|a stationarity
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| 653 |
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|a deviance information criterion
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| 653 |
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|a model selection
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| 653 |
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|a probability integral transform
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| 653 |
|
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|a forecast comparisons
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| 653 |
|
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|a Markov-Chain Monte Carlo
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| 653 |
|
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|a explosive regimes
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| 653 |
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|a multivariate nonlinear time series
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| 653 |
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|a Tukey's power transformation
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| 653 |
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|a affine term structure models
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| 653 |
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|a Mallows criterion
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| 653 |
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|a nonlinear nonnegative autoregression
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| 653 |
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|a TVAR models
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| 653 |
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|a stochastic conditional duration
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| 653 |
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|a shrinkage
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| 856 |
4 |
0 |
|a www.oapen.org
|u https://mdpi.com/books/pdfview/book/1701
|7 0
|z DOAB: download the publication
|
| 856 |
4 |
0 |
|a www.oapen.org
|u https://directory.doabooks.org/handle/20.500.12854/47666
|7 0
|z DOAB: description of the publication
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| 590 |
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|a Online publication
|
| 590 |
|
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|a ebookoa1222
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| 590 |
|
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|a doab
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| 942 |
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