Name: hidden markov models: applications to financial economics (en Inglés)
Price: 461343.00 COP
Availability: InStock
Author: Bhar, Ramaprasad ; Hamori, Shigeyuki
ISBN: 9781441954480

portada hidden markov models: applications to financial economics (en Inglés)

Formato

Libro Físico

Autor

Shigeyuki Hamori

Ramaprasad Bhar

Editorial

Springer

Año

2010

Idioma

Inglés

N° páginas

162

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 1.0 cm

Peso

0.27 kg.

ISBN

1441954481

ISBN13

9781441954480

Categorías

Macroeconomía
Economía internacional
Econometría

hidden markov models: applications to financial economics (en Inglés)

Shigeyuki Hamori (Autor) · Ramaprasad Bhar (Autor) · Springer · Tapa Blanda

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Reseña del libro "hidden markov models: applications to financial economics (en Inglés)"

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.