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...

Full description

Saved in:
Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Wu, Shu, Zeng, Yong
Format: eBook
Language:English
Published: New York, NY Springer New York 2013.
Series:Statistics and Econometrics for Finance 1
Subjects:
Online Access:Click here to view the full text content
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items