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Hidden Markov Models
Bhar, Ramaprasad; Hamori, Shigeyuki
€ 127.73
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Description for Hidden Markov Models
Paperback. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 180 pages, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 9. Weight in Grams: 290.
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. ... Read more
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. ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
180
Condition
New
Series
Advanced Studies in Theoretical and Applied Econometrics
Number of Pages
162
Place of Publication
New York, NY, United States
ISBN
9781441954480
SKU
V9781441954480
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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