Bibliographic Information
- Title
- "The Kalman filter in finance"
- Statement of Responsibility
- by Curt Wells
- Publisher
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- Kluwer Academic Publishers
- Publication Year
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- c1996
- Book size
- 25 cm
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Notes
Includes bibliographical references (p. 157-162) and index
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Details 詳細情報について
-
- CRID
- 1130000797384415360
-
- NII Book ID
- BA26767614
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- ISBN
- 0792337719
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- LCCN
- 95039766
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- Web Site
- https://lccn.loc.gov/95039766
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- Text Lang
- en
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- Country Code
- ne
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- Title Language Code
- en
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- Place of Publication
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- Dordrecht [Netherlands]
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- Classification
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- NDC9: 331.19
- LCC: HG176.5
- DC20: 330/.01/5195
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- Subject
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- LCSH: Finance -- Econometric models
- LCSH: Estimation theory
- LCSH: Kalman filtering
- FREE: Beta coefficient
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- Data Source
-
- CiNii Books