State-Space Models Applications in Economics and Finance |
|
| Editor:
| Zeng, Yong
Wu, Shu |
| Series title: | Statistics and Econometrics for Finance Ser. |
| ISBN: | 978-1-4899-9253-6 |
| Publication Date: | Aug 2015 |
| Publisher: | Springer New York
|
| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $139.99USD $169.99 |
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.
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.