State-Space Models Applications in Economics and Finance |
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Editor:
| Zeng, Yong Wu, Shu |
Series title: | Statistics and Econometrics for Finance Ser. |
ISBN: | 978-1-4614-7789-1 |
Publication Date: | Aug 2013 |
Publisher: | Springer
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Book Format: | Ebook |
List Price: | USD $129.00 |
Book Description:
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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.
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.