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State-Space Models
- Applications in Economics and Finance
part of the Statistics and Econometrics for Finance series
- Binding:
- Hardback
- Pages:
- 347
- Published:
- August 12, 2013
- Edition:
- 2013
- Dimensions:
- 162x241x26 mm.
- Weight:
- 690 g.
Delivery:
2-3 weeks
Expected delivery: December 4, 2024
Description of State-Space Models
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.
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