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The Kalman filter in finance
- 作者: Wells, Curt 1942-
- 出版: Dordrecht [Netherlands] ;Boston [Mass.] : Kluwer Academic Publishers
- 叢書名: Advanced studies in theoretical and applied econometrics ;v. 32
- 主題: Finance--Econometric models , Estimation theory , Kalman filtering , Beta coefficient
- ISBN: 0792337719 (hbk.): US$148.00
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. 157-162) and index "studies in operational regional science"
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讀者標籤:
- 系統號: 005241277 | 機讀編目格式