The Kalman filter in finance:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Dordrecht u.a.
Kluwer
1996
|
| Schriftenreihe: | Advanced studies in theoretical and applied econometrics
32 |
| Schlagworte: | |
| Beschreibung: | XVI, 169 S. graph. Darst. |
| ISBN: | 0792337719 |
Internformat
MARC
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| 100 | 1 | |a Wells, Curt |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The Kalman filter in finance |c by Curt Wells |
| 264 | 1 | |a Dordrecht u.a. |b Kluwer |c 1996 | |
| 300 | |a XVI, 169 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Advanced studies in theoretical and applied econometrics |v 32 | |
| 650 | 4 | |a Estimación, Teoría de la | |
| 650 | 7 | |a Estimation, Théorie de l' |2 ram | |
| 650 | 4 | |a Filtro Kalman | |
| 650 | 7 | |a Finances - Modèles économétriques |2 ram | |
| 650 | 7 | |a Kalman, Filtrage de |2 ram | |
| 650 | 7 | |a Kalman-filters |2 gtt | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance -- Econometric models | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Kalman filtering | |
| 650 | 0 | 7 | |a Kalman-Filter |0 (DE-588)4130759-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
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| bvnumber | BV010625754 |
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| callnumber-search | HG176.5.W45 1996 |
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| callnumber-subject | HG - Finance |
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| dewey-full | 330/.01/5195 330/.01/519520 |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 330/.01/5195 20 |
| dewey-search | 330/.01/5195 330/.01/5195 20 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV010625754 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:56:10Z |
| institution | BVB |
| isbn | 0792337719 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007087546 |
| oclc_num | 33133060 |
| open_access_boolean | |
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| owner_facet | DE-355 DE-BY-UBR DE-12 DE-739 DE-19 DE-BY-UBM DE-521 DE-11 DE-188 DE-N2 |
| physical | XVI, 169 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Kluwer |
| record_format | marc |
| series | Advanced studies in theoretical and applied econometrics |
| series2 | Advanced studies in theoretical and applied econometrics |
| spelling | Wells, Curt Verfasser aut The Kalman filter in finance by Curt Wells Dordrecht u.a. Kluwer 1996 XVI, 169 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced studies in theoretical and applied econometrics 32 Estimación, Teoría de la Estimation, Théorie de l' ram Filtro Kalman Finances - Modèles économétriques ram Kalman, Filtrage de ram Kalman-filters gtt Ökonometrisches Modell Finance -- Econometric models Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Kalman-Filter (DE-588)4130759-8 s DE-604 Advanced studies in theoretical and applied econometrics 32 (DE-604)BV000002376 32 |
| spellingShingle | Wells, Curt The Kalman filter in finance Advanced studies in theoretical and applied econometrics Estimación, Teoría de la Estimation, Théorie de l' ram Filtro Kalman Finances - Modèles économétriques ram Kalman, Filtrage de ram Kalman-filters gtt Ökonometrisches Modell Finance -- Econometric models Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4130759-8 (DE-588)4121078-5 |
| title | The Kalman filter in finance |
| title_auth | The Kalman filter in finance |
| title_exact_search | The Kalman filter in finance |
| title_full | The Kalman filter in finance by Curt Wells |
| title_fullStr | The Kalman filter in finance by Curt Wells |
| title_full_unstemmed | The Kalman filter in finance by Curt Wells |
| title_short | The Kalman filter in finance |
| title_sort | the kalman filter in finance |
| topic | Estimación, Teoría de la Estimation, Théorie de l' ram Filtro Kalman Finances - Modèles économétriques ram Kalman, Filtrage de ram Kalman-filters gtt Ökonometrisches Modell Finance -- Econometric models Estimation theory Kalman filtering Kalman-Filter (DE-588)4130759-8 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | Estimación, Teoría de la Estimation, Théorie de l' Filtro Kalman Finances - Modèles économétriques Kalman, Filtrage de Kalman-filters Ökonometrisches Modell Finance -- Econometric models Estimation theory Kalman filtering Kalman-Filter Capital-Asset-Pricing-Modell |
| volume_link | (DE-604)BV000002376 |
| work_keys_str_mv | AT wellscurt thekalmanfilterinfinance |