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