Applications in Economics and Finance
|Series title:||Statistics and Econometrics for Finance Ser.|
|Publication Date:||Aug 2013|
| Book Format:||Hardback|
|List Price:||USD $129.00|
| Book Description: |
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.