Harvey – Structural Time Series Models and the Kalman…

Libro adottato a Ca' Foscari, a.a. 2026/2027 · 2 canali

«Harvey – Structural Time Series Models and the Kalman…» è adottato per Predictive Business And Finance dal prof. Dario Palumbo (Data Analytics for Business and Society – Ca' Foscari); per Financial Econometrics dal prof. Dario Palumbo (Economics, Finance and Sustainability – Ca' Foscari).

Come lo indica il docente: Harvey, A. C. (1990): Forecasting, Structural Time Series Models and the Kalman Filter. https://books.google.it/books/about/Forecasting_Structural_Time_Series_Model.html?id=Kc6tnRHBwLcC&redir_esc=y · Harvey, A.C. (1989), Forecasting, Structural Time Series Models and the Kalman Filter

Titolo

Forecasting structural time series models and the Kalman filter

Autori

Andrew C. Harvey

Editore

Cambridge University Press, 1991

ISBN

9780521405737

Chi lo adotta

• Predictive Business And Finance – Prof. Dario Palumbo (canale unico)Data Analytics for Business and Society · Laurea magistrale · 2º anno · 1º semestre · 6 CFU
• Financial Econometrics – Prof. Dario Palumbo (canale unico)Economics, Finance and Sustainability · Laurea magistrale · 2º anno · 1º semestre · quantitative finance and risk management · 6 CFU

Programma e testi di ogni canale

Si studia insieme a

• Harvey – Time Series Models
• Hyndman – Principles and Practice
• Shumway – Time series analysis and its applications
• Bee Dagum – Seasonal Adjustment Methods and Real Time Trend-Cycle…
• Campbell – The Econometrics of Financial Markets
• Diebold – Yield Curve Modeling and Forecasting