The Kalman Filter in Finance (Advanced Studies in Theoretical and Applied Econometrics)

ISBN 10: 9048146305 / ISBN 13: 9789048146307
Used / Quantity Available: 0
Available From More Booksellers
View all  copies of this book

About the Book

We're sorry; this specific copy is no longer available. AbeBooks has millions of books. We've listed similar copies below.

Description:

The Kalman Filter in Finance (Advanced Studies in Theoretical and Applied Econometrics). Bookseller Inventory #

About this title:

Book ratings provided by Goodreads:
0 avg rating
(0 ratings)

Synopsis: A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.
Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

"About this title" may belong to another edition of this title.

Bibliographic Details

Title: The Kalman Filter in Finance (Advanced ...
Book Condition: Good

Top Search Results from the AbeBooks Marketplace

1.

Wells, C.
Published by Springer (2016)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9789048146307_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 177.21
Convert Currency

Add to Basket

Shipping: US$ 5.12
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

C. Wells
Published by Springer, Netherlands (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Springer, Netherlands, 2010. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. Softcover reprint of hardcover 1st ed. 1996. Bookseller Inventory # AAV9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 181.73
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

C. Wells
Published by Springer, Netherlands (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Springer, Netherlands, 2010. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. Softcover reprint of hardcover 1st ed. 1996. Bookseller Inventory # AAV9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 181.91
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

C. Wells
Published by Springer, Netherlands (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Springer, Netherlands, 2010. Paperback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. Softcover reprint of hardcover 1st ed. 1996. Bookseller Inventory # LIE9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 186.33
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

C. Wells
Published by Springer (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2010. PAP. Book Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # LQ-9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 198.58
Convert Currency

Add to Basket

Shipping: US$ 11.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

C. WELLS
Published by Springer (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2010. Paperback. Book Condition: NEW. 9789048146307 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0386060

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 203.39
Convert Currency

Add to Basket

Shipping: US$ 10.56
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

C. Wells
Published by Springer (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer, 2010. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IQ-9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 214.02
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

8.

Wells, C.
Published by Springer (2017)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Springer, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # 9048146305

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 235.80
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

9.

C. Wells
Published by Springer (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Softcover Quantity Available: 15
Print on Demand
Seller:
Rating
[?]

Book Description Springer, 2010. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # LP9789048146307

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 241.00
Convert Currency

Add to Basket

Shipping: US$ 3.52
From Germany to U.S.A.
Destination, Rates & Speeds

10.

C. Wells
Published by Springer (2010)
ISBN 10: 9048146305 ISBN 13: 9789048146307
New Paperback Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2010. Paperback. Book Condition: New. book. Bookseller Inventory # M9048146305

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 260.86
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are 3 more copies of this book

View all search results for this book