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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition
C. Wells
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Íkr 13.109
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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition
C. Wells
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.
172 pages, biography
Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
Utgitt | 5. desember 2010 |
ISBN13 | 9789048146307 |
Utgivere | Springer |
Antall sider | 172 |
Mål | 160 × 240 × 10 mm · 276 g |
Språk | Engelsk |
Se alt med C. Wells ( f.eks. Pocketbok og Innbunden bok )