Hidden Markov Models Applications to Financial Economics
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer US
2004, 2004
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| Edition: | 1st ed. 2004 |
| Series: | Advanced Studies in Theoretical and Applied Econometrics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Volatility in Growth Rate of Real GDP
- Linkages Among G7 Stock Markets
- Interplay between Industrial Production and Stock Market
- Linking Inflation and Inflation Uncertainty
- Exploring Permanent and Transitory Components of Stock Return
- Exploring the Relationship between Coincident Financial Market Indicators