State-Space Models Applications in Economics and Finance
State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear
- PDF / 6,598,274 Bytes
- 358 Pages / 439.43 x 683.15 pts Page_size
- 85 Downloads / 169 Views
Yong Zeng Shu Wu Eds.
State-Space Models Applications in Economics and Finance
Statistics and Econometrics for Finance Series Editors Ruppert, D. Fan, J. Renault, E. Zivot, E.
For further volumes: http://www.springer.com/series/10377
Yong Zeng
•
Shu Wu
Editors
State-Space Models Applications in Economics and Finance
123
Editors Yong Zeng Department of Mathematics and Statistics University of Missouri at Kansas City Kansas City, Missouri, USA
Shu Wu Department of Economics The University of Kansas Lawrence, Kansas, USA
ISBN 978-1-4614-7788-4 ISBN 978-1-4614-7789-1 (eBook) DOI 10.1007/978-1-4614-7789-1 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2013943592 © Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Preface
Since the seminal papers of Kalman (1960, 1961) and the early development in the field of engineering, state-space models have become an increasingly important tool for research in finance and economics in recent years. This book is a collection of contributed papers that reflect this new phase of theoretical developments of statespace models and their applications in economics and finance. We hope that the breadth of research shared in this volume will serv
Data Loading...
