State-Space Models Applications in Economics and Finance /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Zeng, Yong (Επιμελητής έκδοσης), Wu, Shu (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Σειρά: Statistics and Econometrics for Finance ; 1
• Θέματα: Statistics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Theory and Methods.

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...

Πίνακας περιεχομένων:

• 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.