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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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
2013.
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| Series: | Statistics and Econometrics for Finance
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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