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Financial Econometrics / Yiu-Kuen Tse
| Financial Econometrics / Yiu-Kuen Tse |
| Autore | Tse Yiu-Kuen |
| Pubbl/distr/stampa | Basel, Switzerland : , : MDPI, , 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
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| Basel, Switzerland : , : MDPI, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods in Economics and Finance
| Quantitative Methods in Economics and Finance |
| Autore | Kliestik Tomas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (164 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
omnichannel (omni-channel) sales
sales funnel cost of sales customer relationship management (CRM), Big Data robo-advisor financial innovations diffusion exchange traded funds stock index futures stock index options stock market indexes business finance earnings management EBIT financial modelling homogeneity stationarity time series methods unit root loan pricing RAROC loan origination exchange-rate risk long-range dependency wavelets multi-frequency analysis AUD–USD exchange rate π-option American-type option optimal stopping Monte Carlo simulation economic security of companies valuation of intangible assets and intellectual property International Valuation Standards (IVS) legal disputes over intellectual rights time series prediction exchange rate artificial neural networks radial basis function multi-layer perceptron seasonal fluctuations global economy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557556203321 |
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Kliestik Tomas
|
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||