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Editorial for the Special Issue on Financial Econometrics

Author

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  • Yiu-Kuen Tse

    (School of Economics, Singapore Management University, Singapore 178903, Singapore)

Abstract

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades [...]

Suggested Citation

  • Yiu-Kuen Tse, 2019. "Editorial for the Special Issue on Financial Econometrics," JRFM, MDPI, vol. 12(3), pages 1-2, September.
    • Handle: RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:153-:d:268561
    as

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    References listed on IDEAS

    as
    1. Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019. "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, vol. 12(3), pages 1-23, August.
    2. Hui Xiao & Yiguo Sun, 2019. "On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study," JRFM, MDPI, vol. 12(3), pages 1-16, June.
    3. Ahmed, M. F.. & Satchell, S, 2019. "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics 1923, Faculty of Economics, University of Cambridge.
    4. Constantino Hevia & Martin Sola, 2018. "Bond Risk Premia and Restrictions on Risk Prices," JRFM, MDPI, vol. 11(4), pages 1-22, October.
    5. Muhammad Farid Ahmed & Stephen Satchell, 2019. "Some Dynamic and Steady-State Properties of Threshold Auto-Regressions with Applications to Stationarity and Local Explosivity," JRFM, MDPI, vol. 12(3), pages 1-18, July.
    6. Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2019. "Threshold Stochastic Conditional Duration Model for Financial Transaction Data," JRFM, MDPI, vol. 12(2), pages 1-21, May.
    7. Galyna Grynkiv & Lars Stentoft, 2018. "Stationary Threshold Vector Autoregressive Models," JRFM, MDPI, vol. 11(3), pages 1-23, August.
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