Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

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