| 書目名稱 | Hidden Markov Models |
| 副標(biāo)題 | Applications to Fina |
| 編輯 | Ramaprasad Bhar,Shigeyuki Hamori |
| 視頻video | http://file.papertrans.cn/427/426109/426109.mp4 |
| 叢書名稱 | Advanced Studies in Theoretical and Applied Econometrics |
| 圖書封面 |  |
| 描述 | 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 in areas of social science research as well. The main aim of .Hidden Markov Models: Applications to Financial Economics. is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research. |
| 出版日期 | Book 2004 |
| 關(guān)鍵詞 | Inflation; Markov Chain; Markov Chains; econometrics; linear optimization; modeling; paraplupub; production |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b109046 |
| isbn_softcover | 978-1-4419-5448-0 |
| isbn_ebook | 978-1-4020-7940-5Series ISSN 1570-5811 Series E-ISSN 2214-7977 |
| issn_series | 1570-5811 |
| copyright | Springer Science+Business Media New York 2004 |
|Archiver|手機(jī)版|小黑屋|
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