000			00952nam a2200121Ia 4500
008			220620s9999||||xx |||||||||||||| ||und||
100			_aTse, Yiu-Kuen
245		0	_aFinancial Econometrics
546			_aEnglish[eng]
650			_atuning 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			_uhttps://mdpi.com/books/pdfview/book/1701
942			_cEB
999			_c21500 _d21500