LIBROS DEL AUTOR: ramaprasad bhar

5 resultados para LIBROS DEL AUTOR: ramaprasad bhar

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  • Hidden Markov Models
    Ramaprasad Bhar / Shigeyuki Hamori
    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...
    Disponible

    134,43 €

  • Empirical Techniques in Finance
    Ramaprasad Bhar / Shigeyuki Hamori
    Basic Probability Theory and Markov Chains.- Estimation Techniques.- Non-Parametric Method of Estimation.- Unit Root, Cointegration and Related Issues.- VAR Modeling.- Time Varying Volatility Models.- State-Space Models (I).- State-Space Models (II).- Discrete Time Real Asset Valuation Model.- Discrete Time Model of Interest Rate.- Global Bubbles in Stock Markets and Linkages.-...
    Disponible

    220,15 €

  • STOCHASTIC FILTERING WITH APPN...
    BHAR RAMAPRASAD / RAMAPRASAD BHAR
    ...
    Disponible

    147,27 €

  • Empirical Techniques in Finance
    Ramaprasad Bhar / Shigeyuki Hamori
    Includes traditional elements of financial econometrics but is not yet another volume in econometrics. Discusses statistical and probability techniques commonly used in quantitative finance. The reader will be able to explore more complex structures without getting inundated with the underlying mathematics.   ...
    Disponible

    132,72 €

  • Hidden Markov Models
    Ramaprasad Bhar / Shigeyuki Hamori
    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...
    Disponible

    133,08 €