LEADER 02445nam  2200625z- 450 
001 9910367753203321
005 20231214133503.0
010   $a3-03921-627-9
035   $a(CKB)4100000010106185
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/47666
035   $a(EXLCZ)994100000010106185
100   $a20202102d2019      |y         0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aFinancial Econometrics
210   $cMDPI - Multidisciplinary Digital Publishing Institute$d2019
215   $a1 electronic resource (136 p.)
311   $a3-03921-626-0 
330   $aFinancial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.
610   $atuning parameter choice
610   $aMarkov process
610   $amodel averaging
610   $asteady state distributions
610   $arealized volatility
610   $athreshold
610   $arisk prices
610   $athreshold auto-regression
610   $abond risk premia
610   $alinear programming estimator
610   $avolatility forecasting
610   $aBayesian inference
610   $aasset price bubbles
610   $astationarity
610   $adeviance information criterion
610   $amodel selection
610   $aprobability integral transform
610   $aforecast comparisons
610   $aMarkov-Chain Monte Carlo
610   $aexplosive regimes
610   $amultivariate nonlinear time series
610   $aTukey's power transformation
610   $aaffine term structure models
610   $aMallows criterion
610   $anonlinear nonnegative autoregression
610   $aTVAR models
610   $astochastic conditional duration
610   $ashrinkage
700   $aTse$b Yiu-Kuen$4auth$0614560
906   $aBOOK
912   $a9910367753203321
996   $aFinancial Econometrics$93037384
997   $aUNINA