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"Markov chains have increasingly become a useful way of capturing the 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 the 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 on a more familiar level, we focus on the methodology based on hidden Markov processes. This will we believe, help the reader to develop a more in-depth understanding of the modeling issues, thereby benefiting their future research."--BOOK JACKET.
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Previews available in: English
Edition | Availability |
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1
Hidden Markov Models: Applications To Financial Economics
Dec 07, 2010, Springer
paperback
1441954481 9781441954480
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2
Hidden Markov Models: Applications to Financial Economics
2006, Springer London, Limited
in English
1402079400 9781402079405
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3
Hidden Markov models: applications to financial economics
2004, Kluwer Academic Publishers
in English
1402078994 9781402078996
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4 |
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