State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance)

by Shu Wu (Editor), Yong Zeng (Editor)

New
Hardcover
2013
$204.61

This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.

Synopsis

This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.

$204.61

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 372
Edition: 2013
Publisher: Springer
Published: 13 Aug 2013
ISBN 10: 1461477883
ISBN 13: 9781461477884

State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance)

New

$204.61

Synopsis

$204.61

More Information