The Kalman filter in finance
By: Wells, Curt.
Material type:
BookSeries: Advanced Studies In Theoretical And Applied Econometrics / Edited By F. G. Adams V.32. Publisher: London Kluwer Academic Publishers 1996Description: xvi, 169p.ISBN: 9780792337713.Subject(s): Finance -- Econometric models | Kalman filtering | Estimation theoryDDC classification: 330.015195 | W462k
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Books
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PK Kelkar Library, IIT Kanpur | General Stacks | 330.015195 W462k (Browse shelf) | Available | A182223 |
Total holds: 0
Browsing PK Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser
| 330.015195 T343J2 THE THEORY AND PRACTICE OF ECONOMETRICS | 330.015195 V581g3 A guide to modern econometrics | 330.015195 W158T TOPICS IN APPLIED ECONOMETRICS | 330.015195 W462k The Kalman filter in finance | 330.015195 W882E ECONOMETRIC ANALYSIS OF CROSS SECTION AND PANEL DATA | 330.015195 W882e2 Econometric analysis of cross section and panel data | 330.015195 W882i3 Introductory econometrics |
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