State-Space Models Applications in Economics and Finance
His publications have appeared in Journal of Monetary Economics, Journal of Money, Credit and Banking, Macroeconomic Dynamics, International Journal of Theoretical and Applied Finance, Journal of International Financial Markets, Institutions and Money, Handbook of Quantitative Finance and Risk Manag...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
2013, 2013
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| Edition: | 1st ed. 2013 |
| Series: | Statistics and Econometrics for Finance
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Particle Filtering and Parameter Learning in Nonlinear State-Space Models
- Linear State-Space Models in Macroeconomics and Finance
- Hidden Markov Models, Regime-Switching, and Mathematical Finance
- Nonlinear State-Space Models for High Frequency Financial Data
- Index