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

This specific ISBN edition is currently not available.

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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Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
1461477905
ISBN 13 
9781461477907
Binding
Paperback

Other Popular Editions of the Same Title

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

Featured Edition

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