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＜Books＞
The Kalman filter in finance / by Curt Wells
(Advanced studies in theoretical and applied econometrics ; v. 32)
| Publisher | Dordrecht [Netherlands] : Kluwer Academic Publishers |
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| Year | c1996 |
| Codes | ID=2000649585 NCID=BA26767614
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| Language | English |
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| Size | xvi, 169 p. : ill. ; 25 cm |
| Notes | Includes bibliographical references (p. 157-162) and index |
| Authors | *Wells, Curt, 1942- |
| Subjects | LCSH:Finance -- Econometric models
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LCSH:Estimation theory LCSH:Kalman filtering FREE:Beta coefficient |
| Classification | NDC9:331.19 LCC:HG176.5 DC20:330/.01/5195 |
| Vol | ISBN:0792337719 |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Reserve | Restriction | Copy | eDDS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Agriculture, Nogyo keizai tosho |
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330.01/W462 | 4070408643 |
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0792337719 | 1996 |
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