Hidden Markov Models

Name: Hidden Markov Models
Brand: Springer-Verlag New York Inc.
SKU: 9781402078996
Price: 38497 HUF
Availability: InStock

Applications to Financial Economics

Szerző: R. Bhar, Shigeyuki Hamori

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

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Markov chains have increasingly become useful way of capturing stochastic nature of many economic an...

Információk a könyvről

Szerző

R. Bhar, Shigeyuki Hamori

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2004

oldal

162

EAN

9781402078996

ISBN

1402078994

Enbook ID

01418211

Kiadó

Springer-Verlag New York Inc.

Súly

970

Méretek

156 x 234 x 15

Teljes leírás

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.

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Hidden Markov Models

Applications to Financial Economics

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Teljes leírás

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