Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

Index parameter; estimation; wrapped stable; Hill estimator; characteristic function-based estimator; asymptotic; efficiency; GARCH model; HARCH model; PHARCH model; Griddy-Gibs; Euro-Dollar; safe-haven assets; gold price; Swiss Franc exchange rate; oil price; generalized Birnbaum–Saunders distributions; ACD models; Box-Cox transformation; high-frequency financial data; goodness-of-fit; banking competition; credit risk; NPLs; Theil index; convergence analysis; interest rates; yeld curve; no-arbitrage; bonds; B-splines; time series; multifractal processes; fractal scaling; heavy tails; long range dependence; financial models; Bitcoin; capital asset pricing model; estimation of systematic risk; tests of mean-variance efficiency; t-distribution; generalized method of moments; multifactor asset pricing model; Lerner index; stochastic frontiers; shrinkage estimator; seemingly unrelated regression model; multicollinearity; ridge regression; financial incentives; public service motivation; job performance; job satisfaction; intention to leave