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State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance Yong Zeng 2013 edition
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State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance
Yong Zeng
The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.
380 pages, 47 black & white illustrations, 21 colour illustrations, 30 black & white tables, biograp
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 13, 2013 |
| ISBN13 | 9781461477884 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 347 |
| Dimensions | 162 × 241 × 26 mm · 690 g |
| Language | English |
| Editor | Wu, Shu |
| Editor | Zeng, Yong |
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