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Financial Econometrics
| Financial Econometrics |
| 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 | 3-03921-627-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367753203321 |
Tse Yiu-Kuen
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (104 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
p-value
Bayesian model specification model testing reporting results (p-values) replications equivalence minimum-effect non-inferiority point-null hypothesis testing zero probability paradox t-statistic pretest estimator model averaging a priori procedure null hypothesis significance testing confidence intervals p-values estimation hypothesis testing replication crisis profit maximization market failure teaching of econometrics regression analysis economics pedagogy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557640803321 |
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Bhatti Muhammad Ishaq
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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