9780792337713 - the Kalman Filter in Finance: 32 (advanced Studies in Theoretical and Applied Econometrics, 32) by Wells, C. (17 results)
Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Published by Kluwer Academic Publishers 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Condition: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other as…pects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . .
Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Language: English
Published by Kluwer Academic Publishers 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Condition: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other as…pects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . . Books ship from the US and Ireland.
Language: English
Published by Springer, Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presen…ts a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Published by Springer Netherlands Nov 1995 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance,… the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. 192 pp. Englisch.
Language: English
Published by Springer Netherlands 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those…not versed in finance, the b.
Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
- Print on Demand
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Condition: New. Print on Demand pp. 192 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Language: English
Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Condition: New. PRINT ON DEMAND pp. 192.
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Published by Springer 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
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Buch. Condition: Neu. The Kalman Filter in Finance | C. Wells | Buch | xvi | Englisch | 1995 | Springer | EAN 9780792337713 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
Language: English
Published by Springer, Springer Nov 1995 1995
Series: Advanced Studies in Theoretical and Applied Econometrics, Book 41 of 54. Book 41 of 54 - Advanced Studies in Theoretical and Applied Econometrics
- Hardcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the… book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 192 pp. Englisch.
