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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| Hlavní autor: | |
|---|---|
| Další autoři: | |
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2013. |
| Edice: | Statistics and Econometrics for Finance
1 |
| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • State-Space Models, Texte imprimé, 9781489992536 • State-Space Models, Texte imprimé, 9781461477907 • State-space models, applications in economics and finance, Yong Zeng, Shu Wu, editors, 2013, New York, Springer, 1 vol. (XXI-347 p.), Statistics and econometrics for finance, 978-1-4614-7788-4 |
Obsah:
- 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