De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage
Bag om Kalman Filter in Finance

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9789048146307
  • Indbinding:
  • Paperback
  • Sideantal:
  • 172
  • Udgivet:
  • 5. december 2010
  • Udgave:
  • 11996
  • Størrelse:
  • 234x156x10 mm.
  • Vægt:
  • 300 g.
Leveringstid: 8-11 hverdage
Forventet levering: 21. november 2024

Beskrivelse af Kalman Filter in Finance

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.

Brugerbedømmelser af Kalman Filter in Finance



Find lignende bøger
Bogen Kalman Filter in Finance findes i følgende kategorier: