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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics 1996 edition
C. Wells
The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics 1996 edition
C. Wells
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
Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
Vrijgegeven | 30 november 1995 |
ISBN13 | 9780792337713 |
Uitgevers | Springer |
Pagina's | 172 |
Afmetingen | 159 × 240 × 17 mm · 467 g |
Taal en grammatica | Engels |
Bekijk alles van C. Wells ( bijv. Hardcover Book en Paperback Book )