Hidden Markov Models: Applications to Financial Economics
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2004
|
| Ausgabe: | 1st ed. 2004 |
| Schriftenreihe: | Advanced Studies in Theoretical and Applied Econometrics
40 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research |
| Beschreibung: | 1 Online-Ressource (XVIII, 162 p) |
| ISBN: | 9781402079405 |
| DOI: | 10.1007/b109046 |
Internformat
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| 520 | |a Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research | ||
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| 650 | 4 | |a Microeconomics | |
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Datensatz im Suchindex
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| author | Bhar, Ramaprasad Hamori, Shigeyuki |
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| classification_rvk | QK 600 |
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| ctrlnum | (ZDB-2-SBE)978-1-4020-7940-5 (OCoLC)903188908 (DE-599)BVBBV046872917 |
| dewey-full | 336 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 336 - Public finance |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/b109046 |
| edition | 1st ed. 2004 |
| format | Electronic eBook |
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| isbn | 9781402079405 |
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| spelling | Bhar, Ramaprasad Verfasser aut Hidden Markov Models Applications to Financial Economics by Ramaprasad Bhar, Shigeyuki Hamori 1st ed. 2004 New York, NY Springer US 2004 1 Online-Ressource (XVIII, 162 p) txt rdacontent c rdamedia cr rdacarrier Advanced Studies in Theoretical and Applied Econometrics 40 Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research Public Economics Econometrics International Economics Finance, general Macroeconomics/Monetary Economics//Financial Economics Microeconomics Public finance International economics Finance Macroeconomics Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Hidden-Markov-Modell (DE-588)4352479-5 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Ökonometrisches Modell (DE-588)4043212-9 s Hidden-Markov-Modell (DE-588)4352479-5 s DE-604 Hamori, Shigeyuki aut Erscheint auch als Druck-Ausgabe 9781441954480 Erscheint auch als Druck-Ausgabe 9781402078996 Erscheint auch als Druck-Ausgabe 9781475779646 https://doi.org/10.1007/b109046 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Bhar, Ramaprasad Hamori, Shigeyuki Hidden Markov Models Applications to Financial Economics Public Economics Econometrics International Economics Finance, general Macroeconomics/Monetary Economics//Financial Economics Microeconomics Public finance International economics Finance Macroeconomics Ökonometrisches Modell (DE-588)4043212-9 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4352479-5 (DE-588)4073788-3 |
| title | Hidden Markov Models Applications to Financial Economics |
| title_auth | Hidden Markov Models Applications to Financial Economics |
| title_exact_search | Hidden Markov Models Applications to Financial Economics |
| title_exact_search_txtP | Hidden Markov Models Applications to Financial Economics |
| title_full | Hidden Markov Models Applications to Financial Economics by Ramaprasad Bhar, Shigeyuki Hamori |
| title_fullStr | Hidden Markov Models Applications to Financial Economics by Ramaprasad Bhar, Shigeyuki Hamori |
| title_full_unstemmed | Hidden Markov Models Applications to Financial Economics by Ramaprasad Bhar, Shigeyuki Hamori |
| title_short | Hidden Markov Models |
| title_sort | hidden markov models applications to financial economics |
| title_sub | Applications to Financial Economics |
| topic | Public Economics Econometrics International Economics Finance, general Macroeconomics/Monetary Economics//Financial Economics Microeconomics Public finance International economics Finance Macroeconomics Ökonometrisches Modell (DE-588)4043212-9 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Public Economics Econometrics International Economics Finance, general Macroeconomics/Monetary Economics//Financial Economics Microeconomics Public finance International economics Finance Macroeconomics Ökonometrisches Modell Hidden-Markov-Modell Kreditmarkt |
| url | https://doi.org/10.1007/b109046 |
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