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Modeling Financial Time Series with S-PLUS

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Attention for Chapter 14: State Space Models
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Chapter title
State Space Models
Chapter number 14
Book title
Modeling Financial Time Series with S-Plus®
Published by
Springer, New York, NY, January 2003
DOI 10.1007/978-0-387-21763-5_14
Book ISBNs
978-0-387-91624-8, 978-0-387-21763-5
Authors

Eric Zivot, Jiahui Wang, Zivot, Eric, Wang, Jiahui