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Regimewechselmodelle : mit einer empirischen Untersuchung von Wechselkursen im Europäischen Währungssystem
Knüpling, Frieder - 1999
Persistent link: https://www.econbiz.de/10001399040
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Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
Schwaar, Christian - 1999
Persistent link: https://www.econbiz.de/10001353301
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Bayesian analysis of latent variable models in finance
Barra, István - 2016
Persistent link: https://www.econbiz.de/10011534212
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Valuation of properties and economic models of real estate markets
Schulz, Rainer (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001820966
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Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle - 2009
Persistent link: https://www.econbiz.de/10003963709
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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
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Modelling state dependence in cross-country panel data
Georgiadis, Georgios - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009503901