Items related to State-Space Models: Applications in Economics and Finance

State-Space Models: Applications in Economics and Finance - Softcover

 
9781461477907: State-Space Models: Applications in Economics and Finance
Softcover
ISBN 10: 1461477905 ISBN 13: 9781461477907
Publisher: Springer, 2013

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Synopsis

Particle Filtering and Parameter Learning in Nonlinear State-Space Models.- Linear State-Space Models in Macroeconomics and Finance.- Hidden Markov Models, Regime-Switching, and Mathematical Finance.- Nonlinear State-Space Models for High Frequency Financial Data.- Index.

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  • PublisherSpringer
  • Publication date2013
  • ISBN 10 1461477905
  • ISBN 13 9781461477907
  • BindingPaperback
  • LanguageEnglish

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9781461477884: State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance, 1)

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ISBN 10:  1461477883 ISBN 13:  9781461477884
Publisher: Springer, 2013
Hardcover