State-space Models: Applications in Economics and Finance (Hardback)

Editorial: Springer-Verlag New York Inc., 2013
ISBN 10: 1461477883 / ISBN 13: 9781461477884
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Language: English . Brand New Book. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. N° de ref. de la librería

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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data.  The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.

About the Author:

Yong Zeng is a professor in Department of Mathematics and Statistics at University of Missouri at Kansas City. His main research interest includes mathematical finance, financial econometrics, stochastic nonlinear filtering, and Bayesian statistical analysis. Notably, he developed the statistical analysis via filtering for financial ultra-high frequency data, where the model can be viewed as a random-arrival-time state space model. He has published in Mathematical Finance, International Journal of Theoretical and Applied Finance, Applied Mathematical Finance, IEEE Transactions on Automatic Control, Statistical Inference for Stochastic Processes, among others. He held visiting associate professor positions at Princeton University and the University of Tennessee.  He received his B.S. from Fudan University in 1990, M.S. from University of Georgia in 1994, and Ph.D. from University of Wisconsin at Madison in 1999. All degrees were in statistics.

Shu Wu is an associate professor in Department of Economics at University of Kansas. His main research areas are empirical macroeconomics and finance. He has held visiting positions at Federal Reserve Bank at Kansas City, City University of Hong Kong. His publications have appeared in Journal of Monetary Economics, Journal of Money, Credit and Banking, Macroeconomic Dynamics, International Journal of Theoretical and Applied Finance, Journal of International Financial Markets, Institutions and Money, Handbook of Quantitative Finance and Risk Management, Hidden Markov Models in Finance among others. He received his Ph.D. in economics from Stanford University in 2000.

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Título: State-space Models: Applications in ...
Editorial: Springer-Verlag New York Inc.
Año de publicación: 2013
Encuadernación: Hardback
Condición del libro: New
Edición: 2013 ed..

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Zeng, Yong; Wu, Shu (Eds.):
Editorial: New York, Springer, 2013. (2013)
ISBN 10: 1461477883 ISBN 13: 9781461477884
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Descripción New York, Springer, 2013., 2013. Applications in Economics and Finance. Statistics and Econometrics for Finance. XXI, 347 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Cover with bearing traces. Nº de ref. de la librería 1205CB

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Zeng, Yong
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Descripción Springer, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9781461477884_lsuk

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Yong Zeng (editor), Shu Wu (editor)
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Descripción Springer New York 2013-08-13, New York, 2013. hardback. Estado de conservación: New. Nº de ref. de la librería 9781461477884

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Descripción Springer Verlag, 2013. Hardcover. Estado de conservación: Brand New. 2013 edition. 380 pages. 9.20x6.20x1.00 inches. In Stock. Nº de ref. de la librería __1461477883

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YONG ZENG
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Descripción Springer, 2013. Hardback. Estado de conservación: NEW. 9781461477884 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0306003

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Descripción Springer-Verlag New York Inc., 2013. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9781461477884

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Descripción Springer-Verlag New York Inc., 2013. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9781461477884

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Descripción Estado de conservación: New. Publisher/Verlag: Springer, Berlin | Applications in Economics and Finance | This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes. | State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. | Particle Filtering and Parameter Learning in Nonlinear State-Space Models.- Linear State-Space Models in Macroeconomics and Finance.- Hidden Markov Models, Regime-Switching, and Mathematical Finance.- Nonlinear State-Space Models for High Frequency Financial Data.- Index. | Format: Hardback | Language/Sprache: english | 689 gr | 242x161x26 mm | 347 pp. Nº de ref. de la librería K9781461477884

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Editorial: Springer-Verlag New York Inc., United States (2013)
ISBN 10: 1461477883 ISBN 13: 9781461477884
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Descripción Springer-Verlag New York Inc., United States, 2013. Hardback. Estado de conservación: New. 2013 ed.. Language: English . Brand New Book. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. Nº de ref. de la librería LIB9781461477884

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Editorial: Springer-Verlag New York Inc., United States (2013)
ISBN 10: 1461477883 ISBN 13: 9781461477884
Nuevos Tapa dura Cantidad: 1
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The Book Depository US
(London, Reino Unido)
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Descripción Springer-Verlag New York Inc., United States, 2013. Hardback. Estado de conservación: New. 2013 ed.. Language: English . Brand New Book. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. Nº de ref. de la librería LIB9781461477884

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