Showing 1 - 10 of 12,478
Persistent link: https://www.econbiz.de/10002550439
Persistent link: https://www.econbiz.de/10001462685
Persistent link: https://www.econbiz.de/10001697832
Persistent link: https://www.econbiz.de/10014530795
Persistent link: https://www.econbiz.de/10003862411
Persistent link: https://www.econbiz.de/10003674872
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
Persistent link: https://www.econbiz.de/10001281024
Persistent link: https://www.econbiz.de/10001204574