The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics - C. Wells - Bøger - Springer - 9780792337713 - 30. november 1995
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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics 1996 edition

C. Wells

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元 971,25

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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics 1996 edition

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.


172 pages, biography

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 30. november 1995
ISBN13 9780792337713
Forlag Springer
Antal sider 172
Mål 159 × 240 × 17 mm   ·   467 g
Sprog Engelsk