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State-space models : applications in economics and finance /

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. The book includes nonlinear andnon-Gaussian time series models, regime-sw...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Format: Online Book
Published: New York : Springer, [2013]
Series:Statistics and econometrics for finance
Online Access:Online version
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