State-space models : applications in economics and finance

Author(s)

• Zeng, Yong
• Wu, Shu

Bibliographic Information

State-space models : applications in economics and finance

Yong Zeng, Shu Wu, editors

（Statistics and econometrics for finance / series editors, D. Ruppert ... [et al]）

Springer, c2013

Note

Includes bibliographical references and index

Details

• NCID: BB13552805
• ISBN:
  • 9781461477884
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xxi, 347 p.
• Size: 25 cm
• Subject Headings:
  • LCSH : State-space methods
  • LCSH : Economics -- Mathematical models
  • LCSH : Finance -- Mathematical models
• Parent Bibliography ID:
  • BB13552791