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State-space models : applications in economics and finance
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-s...
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| Auteurs principaux : | , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | State-space models : applications in economics and finance / Yong Zeng, Shu Wu, editors |
| Publié : |
New York :
Springer
, C 2013 |
| Description matérielle : | 1 vol. (XXI-347 p.) |
| Collection : | Statistics and econometrics for finance (Print) |
| Contenu : | 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 |
| Sujets : | |
| Documents associés : | Autre format:
State-Space Models |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | 62B43 | Prêt sans prolongation | Disponible |