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Applications of state space models in finance
Language: English
Published by Univ.-Verl. Gottingen, 2009
ISBN 10: 3941875221 ISBN 13: 9783941875227
Softcover. Condition: Fair. Beschriftungen / Markierungen bis 20 %. State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the context of widely used concepts in finance. The presented material will be useful for financial economists and practitioners who are interested in taking time-variation in the relationship between financial assets and key economic factors explicitly into account. The empirical part illustrates the application of the various methods under consideration. As a distinctive feature, it includes a comprehensive analysis of the ability of time-varying coefficient models to estimate and predict the conditional nature of systematic risks for European industry portfolios.
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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (Mit Press)
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2004
ISBN 10: 052183595X ISBN 13: 9780521835954
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2012
ISBN 10: 1107407435 ISBN 13: 9781107407435
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9781107407435.
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Identifiability of State Space Models: with applications to transformation systems (Lecture Notes in Biomathematics, 46)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 35.44
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good-. Minor wear. The pages are clean with no highlighting or writing. The DJ has a little shelf wear with folded and crushed edges in places. 30-day returns. Shipments destined outside Canada may be subject to duties in the country where the customer resides. ; 6.5 X 0.75 X 9.5 inches; 297 pages; R0 s0.
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Identifiability of State Space Models: With Applications to Transformation Systems (Lecture Notes in Biomathematics)
Language: English
Published by Springer Berlin Heidelberg 2010-06-02, 2010
ISBN 10: 3540115900 ISBN 13: 9783540115908
Paperback. Condition: New.
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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 297 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 620.
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State Space and Unobserved Component Models Theory and Applications
Language: English
Published by Cambridge University Press, 2004
ISBN 10: 052183595X ISBN 13: 9780521835954
Seller: Michener & Rutledge Booksellers, Inc., Baldwin City, KS, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good+. Text clean and tight; no dust jacket ; 9.76 X 6.93 X 1.18 inches; 394 pages.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2012
ISBN 10: 1107407435 ISBN 13: 9781107407435
Condition: New.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2012
ISBN 10: 1107407435 ISBN 13: 9781107407435
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 52.86
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press 2012-09-13, 2012
ISBN 10: 1107407435 ISBN 13: 9781107407435
Paperback. Condition: New.
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Identifiability of State Space Models: With Applications to Transformation Systems
Language: English
Published by Filiquarian Publishing, 1982
ISBN 10: 3540115900 ISBN 13: 9783540115908
Paperback. Condition: Brand New. 216 pages. 9.13x6.14x0.47 inches. In Stock.
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Condition: As New. Unread book in perfect condition.
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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (Mit Press)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 68.22
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State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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State-Space Models With Regime Switching : Classical and Gibbs-Sampling Approaches With Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Identifiability of State Space Models : with applications to transformation systems
Language: English
Published by Springer Vieweg, Springer, 1982
ISBN 10: 3540115900 ISBN 13: 9783540115908
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - It is the objective of Science to formalize the relationships between observed quantities. The motivations of such a modelling procedure are varied, but can rougnly be collected around two pOles. If one is concerned with process control, one wants to find a model which wl11 De aDle to predlct tne process Denavlor, taKlng lnto account tne applled lnputs. The model will then be evaluated on it5 ability to mimic the ob5e~ved input-output behavior under c:onditione; ae; vari'd ae; po.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2004
ISBN 10: 052183595X ISBN 13: 9780521835954
Hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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State Space and Unobserved Component Models : Theory and Applications
Language: English
Published by Cambridge University Press, 2012
ISBN 10: 1107407435 ISBN 13: 9781107407435
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.
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State Space and Unobserved Component Models: Theory and Applications
Language: English
Published by Cambridge University Press, 2004
ISBN 10: 052183595X ISBN 13: 9780521835954
Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Condition: New. 2017. Reprint. Paperback. . . . . . Books ship from the US and Ireland.
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State-Space Models: Applications in Economics and Finance (Statistics and Econometrics for Finance, 1)
Book 1 of 4: Statistics and Econometrics for FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 137.84
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Add to basketCondition: New. In.
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State-Space Models: Applications in Economics and Finance (Statistics and Econometrics for Finance, 1)
Book 1 of 4: Statistics and Econometrics for FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 137.84
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2017. Reprint. Paperback. . . . . .
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Condition: New. pp. 368 Softcover reprint of the original 1st ed. 2013 edition NO-PA16APR2015-KAP.
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Taschenbuch. Condition: Neu. State-Space Models | Applications in Economics and Finance | Yong Zeng (u. a.) | Taschenbuch | Statistics and Econometrics for Finance | xxi | Englisch | 2015 | Humana | EAN 9781489992536 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.
