The Kalman filter in finance:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Dordrecht u.a.
Kluwer
1996
|
| Series: | Advanced studies in theoretical and applied econometrics
32 |
| Subjects: | |
| Physical Description: | XVI, 169 S. graph. Darst. |
| ISBN: | 0792337719 |
Staff View
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| discipline | Wirtschaftswissenschaften |
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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 |
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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 |