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960115s1996 ne a b 001 0 eng u |
| 010 |
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|a 95039766
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| 020 |
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|a 0792337719 (alk. paper)
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| 035 |
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|a (ICU)BID21498122
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| 040 |
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|a DLC
|c DLC
|d DLC
|d OrLoB-B
|d OCoLC
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| 041 |
0 |
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|a eng
|
| 050 |
0 |
0 |
|a HG176.5
|b .W45 1996
|
| 082 |
0 |
0 |
|a 330/.01/5195
|2 20
|
| 100 |
1 |
|
|a Wells, Curt,
|d 1942-
|0 http://id.loc.gov/authorities/names/n78093711
|1 http://viaf.org/viaf/115073839
|
| 245 |
1 |
4 |
|a The Kalman filter in finance /
|c by Curt Wells.
|
| 260 |
|
|
|a Dordrecht [Netherlands] ;
|a Boston [Mass.] :
|b Kluwer Academic Publishers,
|c 1996.
|
| 300 |
|
|
|a xvi, 169 p. :
|b ill. ;
|c 25 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Advanced studies in theoretical and applied econometrics
|v v. 32
|
| 504 |
|
|
|a Includes bibliographical references (p. 157-162) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g 2.
|t Tests for parameter stability --
|g 3.
|t Flexible Least Squares --
|g 4.
|t The Kalman filter --
|g 5.
|t Parameter estimation --
|g 6.
|t The estimates, reconsidered --
|g 7.
|t Modeling with the Kalman filter.
|
| 650 |
|
0 |
|a Finance
|x Econometric models.
|0 http://id.loc.gov/authorities/subjects/sh2008120472
|
| 650 |
|
0 |
|a Estimation theory.
|0 http://id.loc.gov/authorities/subjects/sh85044957
|
| 650 |
|
0 |
|a Kalman filtering.
|0 http://id.loc.gov/authorities/subjects/sh85071360
|
| 653 |
0 |
|
|a Beta coefficient.
|
| 650 |
|
7 |
|a Estimation theory.
|2 fast
|0 http://id.worldcat.org/fast/fst00915531
|
| 650 |
|
7 |
|a Finance
|x Econometric models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924377
|
| 650 |
|
7 |
|a Kalman filtering.
|2 fast
|0 http://id.worldcat.org/fast/fst00985838
|
| 035 |
|
|
|a (OCoLC)33133060
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 4021d8d7-5687-5f94-8f42-00b2a7f554f8
|s 00686a71-0953-5822-8ef4-338c9812cb02
|
| 928 |
|
|
|t Library of Congress classification
|a HG176.5.W450 1996
|l JRL
|c JRL-Gen
|i 2970525
|
| 927 |
|
|
|t Library of Congress classification
|a HG176.5.W450 1996
|l JRL
|c JRL-Gen
|b 43105077
|i 4537763
|
