State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance - Yong Zeng - Books - Springer-Verlag New York Inc. - 9781489992536 - August 25, 2015
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Yong Zeng
State-Space Models: Applications in Economics and Finance - Statistics and Econometrics for Finance Softcover reprint of the original 1st ed. 2013 edition

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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.

347 pages, 30 Tables, black and white; XXI, 347 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 25, 2015
ISBN13 9781489992536
Publishers Springer-Verlag New York Inc.
Pages 347
Dimensions 155 × 235 × 20 mm   ·   521 g
Language English  
Editor Wu, Shu
Editor Zeng, Yong

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