Hidden Markov Models Applications to Financial Economics

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Bhar, Ramaprasad (VerfasserIn), Hamori, Shigeyuki (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	New York, NY Springer US 2004
Ausgabe:	1st ed. 2004
Schriftenreihe:	Advanced Studies in Theoretical and Applied Econometrics 40
Schlagworte:	Public Economics Econometrics International Economics Finance, general Macroeconomics/Monetary Economics//Financial Economics Microeconomics Public finance International economics Finance Macroeconomics Ökonometrisches Modell Hidden-Markov-Modell Kreditmarkt
Online-Zugang:	DE-634 URL des Erstveröffentlichers
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