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State-Space Models
- Applications in Economics and Finance
part of the Statistics and Econometrics for Finance series
- Binding:
- Paperback
- Pages:
- 347
- Published:
- August 24, 2015
- Edition:
- 12013
- Dimensions:
- 155x235x0 mm.
- Weight:
- 5621 g.
Delivery:
1-2 weeks
Expected delivery: November 28, 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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