Bøger af Ramaprasad Bhar

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.

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics.