State-Space Models: Applications in Economics and Finance (Statistics and Econometrics for Finance) by Yong Zeng and Shu Wu
English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5,2 MB
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.