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Añadir al carritoCondición: New. pp. 192.
Idioma: Inglés
Publicado por Kluwer Academic Publishers, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
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Añadir al carritoCondición: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . .
Idioma: Inglés
Publicado por Kluwer Academic Publishers, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
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Añadir al carritoCondición: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . . Books ship from the US and Ireland.
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
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Idioma: Inglés
Publicado por Springer Netherlands Nov 1995, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. 192 pp. Englisch.
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the b.
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Añadir al carritoCondición: New. Print on Demand pp. 192 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 192.
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Añadir al carritoBuch. Condición: Neu. The Kalman Filter in Finance | C. Wells | Buch | xvi | Englisch | 1995 | Springer | EAN 9780792337713 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
Idioma: Inglés
Publicado por Springer, Springer Nov 1995, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 192 pp. Englisch.