Financial Econometrics (Record no. 21500)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00952nam a2200121Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220620s9999||||xx |||||||||||||| ||und|| |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Tse, Yiu-Kuen |
| 245 #0 - TITLE STATEMENT | |
| Title | Financial Econometrics |
| 546 ## - LANGUAGE NOTE | |
| Language note | English[eng] |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | tuning parameter choice||Markov process||model averaging||n/a||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 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://mdpi.com/books/pdfview/book/1701">https://mdpi.com/books/pdfview/book/1701</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|
| Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre | Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre | 20/06/2022 | 20/06/2022 | 20/06/2022 | E-Books |