Hidden Markov Models Applications to Financial Economics /

• Κύριοι συγγραφείς: Bhar, Ramaprasad (Συγγραφέας), Hamori, Shigeyuki (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2004.
• Σειρά: Advanced Studies in Theoretical and Applied Econometrics, 40
• Θέματα: Finance.; Econometrics.; Microeconomics.; Macroeconomics.; International economics.; Public finance.; Economics.; Public Economics.; International Economics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized...

Πίνακας περιεχομένων:

• Volatility in Growth Rate of Real GDP
• Linkages Among G7 Stock Markets
• Interplay between Industrial Production and Stock Market
• Linking Inflation and Inflation Uncertainty
• Exploring Permanent and Transitory Components of Stock Return
• Exploring the Relationship between Coincident Financial Market Indicators.