Søgeresultater - Tse, Yiu-Kuen

Bayesian inference HB1-3840 Mallows criterion Markov process Markov-Chain Monte Carlo TVAR models Tukey’s power transformation affine term structure models asset price bubbles bic Book Industry Communication::K Economics, finance, business & management bond risk premia deviance information criterion explosive regimes forecast comparisons linear programming estimator model averaging model selection multivariate nonlinear time series n/a nonlinear nonnegative autoregression probability integral transform realized volatility risk prices shrinkage stationarity steady state distributions stochastic conditional duration threshold threshold auto-regression tuning parameter choice