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Modelling techniques for financial markets and bank management

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Expert judgement in financial markets : three empirical studies

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Forecasting financial markets : the psychological dynamics of successful investing

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Ipotečnoe kreditovanie v Rossii : sostojanie i perspektivy

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Market-based default rate forecasting

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Nonlinear financial econometrics : forecasting models, computational and Bayesian models

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Applications of state space models in finance : an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and Pan-European industry portfolios

Mergner, Sascha - 2009

State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the...

Persistent link: https://www.econbiz.de/10003922552