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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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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Zeng, Yong (Editor), Wu, Shu (Editor)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Statistics and Econometrics for Finance, 1
Subjects:
Online Access:Texto Completo