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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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Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Zeng, Yong (Éditeur intellectuel), Wu, Shu (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Statistics and Econometrics for Finance, 1
Sujets:
Accès en ligne:Texto Completo