Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Financial Econometrics / Yiu-Kuen Tse
| Financial Econometrics / Yiu-Kuen Tse |
| Autore | Tse Yiu-Kuen |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (136 p.) |
| Soggetto non controllato |
tuning parameter choice
Markov process model averaging 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 |
| ISBN |
9783039216277
3039216279 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367753203321 |
Tse Yiu-Kuen
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Towards a New Paradigm for Statistical Evidence
| Towards a New Paradigm for Statistical Evidence |
| Autore | Bhatti Muhammad Ishaq |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (104 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
a priori procedure
Bayesian confidence intervals economics pedagogy equivalence estimation hypothesis testing market failure minimum-effect model averaging model specification model testing n/a non-inferiority null hypothesis significance testing p-value p-values point-null hypothesis testing pretest estimator profit maximization regression analysis replication crisis replications reporting results (p-values) t-statistic teaching of econometrics zero probability paradox |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557640803321 |
|
Bhatti Muhammad Ishaq
|
||
| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||