The Kalman filter in finance
by Curt Wells
| Year of publication: |
1996
|
|---|---|
| Authors: | Wells, Curt |
| Publisher: |
Dordrecht [u.a.] : Kluwer Academic Publishers |
| Subject: | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kapitalmarkt | Analyse | Kalman-Filter |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] |
| Extent: | XVI, 169 S graph. Darst |
|---|---|
| Series: | Advanced studies in theoretical and applied econometrics : ASTA. - Berlin, Germany : Springer, ISSN 1570-5811, ZDB-ID 58767-9. - Vol. 32 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes index |
| ISBN: | 0-7923-3771-9 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011519835