The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics - C. Wells - Bøker - Springer - 9789048146307 - 5. desember 2010
Ved uoverensstemmelse mellom cover og tittel gjelder tittel

The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition

C. Wells

Pris
Íkr 13.109

Bestillingsvarer

Forventes levert 16. - 24. jul
Legg til iMusic ønskeliste
Eller

Finnes også som:

The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition

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