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State-Space Models Applications in Economics and Finance /

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-s...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Zeng, Yong (Editor ), Wu, Shu (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Statistics and Econometrics for Finance, 1
Temas:
Acceso en línea:Texto Completo