The Kalman Filter in Finance (книга)
The Kalman Filter in Finance | |
Автор: | Curt Wells |
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Оригинал издан: | ???? |
«The Kalman Filter in Finance» — книга ???? года.
Содержание |
Содержание 
От издателя 
«A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book…»