Applications Of State Space Models In Finance
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Language: en
Pages: 358
Pages: 358
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media
State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
Language: en
Pages: 235
Pages: 235
Type: BOOK - Published: 2009 - Publisher: Universitätsverlag Göttingen
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative m
Language: en
Pages: 297
Pages: 297
Type: BOOK - Published: 1999 - Publisher: Mit Press
Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents r
Language: en
Pages: 503
Pages: 503
Type: BOOK - Published: 2021-11-12 - Publisher: Springer Nature
Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space
Language: en
Pages: 329
Pages: 329
Type: BOOK - Published: 2017-04-04 - Publisher: Springer
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described
