The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics - C. Wells - Books - Springer - 9789048146307 - December 5, 2010
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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition

C. Wells

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The Kalman Filter in Finance - Advanced Studies in Theoretical and Applied Econometrics Softcover reprint of hardcover 1st ed. 1996 edition

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.

172 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 5, 2010
ISBN13 9789048146307
Publishers Springer
Pages 172
Dimensions 160 × 240 × 10 mm   ·   276 g
Language English  

See all of C. Wells ( e.g. Hardcover Book and Paperback Book )