LEADER 01188nam a2200289 i 4500 001 991001602149707536 008 120222s2011 it 000 0 ita d 020 $a9788812000494 035 $ab14040335-39ule_inst 040 $aBiblioteca Interfacoltà$bita 082 04$a900 245 10$aStoria /$c[direzione scientifica: Giuseppe Bedeschi, Guido Pescosolido] 260 $aRoma :$bIstituto della Enciclopedia italiana,$c2011 300 $a2 v. ;$c26 cm 500 $aIn custodia 505 0 $a1: A-L 505 0 $a2: M-Z 650 4$aStoria$vEnciclopedie e dizionari 700 1 $aBedeschi, Giuseppe$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0118618 700 1 $aPescosolido, Guido$eauthor$4http://id.loc.gov/vocabulary/relators/aut$0139548 907 $a.b14040335$b02-04-14$c22-02-12 912 $a991001602149707536 945 $aLE002 SB 900 STO$cv. 1$g1$i2002000631916$lle002$op$pE70.00$q-$rn$so $t0$u0$v0$w0$x0$y.i15383295$z22-02-12 945 $aLE002 SB 900 STO$cv. 2$g1$i2002000631923$lle002$op$pE70.00$q-$rn$so $t0$u0$v0$w0$x0$y.i15383301$z22-02-12 996 $aStoria$91442061 997 $aUNISALENTO 998 $ale002$b22-02-12$cm$da $e-$fita$git $h0$i0 LEADER 02774nam 22007333a 450 001 9910367753203321 005 20250203235434.0 010 $a9783039216277 010 $a3039216279 024 8 $a10.3390/books978-3-03921-627-7 035 $a(CKB)4100000010106185 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/47666 035 $a(ScCtBLL)3f0c28c5-95c1-4d80-802d-05fe92f4336d 035 $a(OCoLC)1163836783 035 $a(oapen)doab47666 035 $a(EXLCZ)994100000010106185 100 $a20250203i20192019 uu 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aFinancial Econometrics$fYiu-Kuen Tse 210 $cMDPI - Multidisciplinary Digital Publishing Institute$d2019 210 1$aBasel, Switzerland :$cMDPI,$d2019. 215 $a1 electronic resource (136 p.) 311 08$a9783039216260 311 08$a3039216260 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$0614560 801 0$bScCtBLL 801 1$bScCtBLL 906 $aBOOK 912 $a9910367753203321 996 $aFinancial Econometrics$93037384 997 $aUNINA