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State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance Yong Zeng 2013 edition
State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance
Yong Zeng
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.
380 pages, 47 black & white illustrations, 21 colour illustrations, 30 black & white tables, biograp
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 13 de agosto de 2013 |
| ISBN13 | 9781461477884 |
| Editoras | Springer-Verlag New York Inc. |
| Páginas | 347 |
| Dimensões | 162 × 241 × 26 mm · 690 g |
| Idioma | Inglês |
| Editor | Wu, Shu |
| Editor | Zeng, Yong |