Hidden Markov Models: Applications to Financial Economics

Shelfclass_id 2.K
Sortkey BHAR, RAMAPRASAD
Authors Ramaprasad Bhar, Shigeyuki Hamori
Title Hidden Markov Models: Applications to Financial Economics
Publisher Kluwer Academic Publishers
Year c2004
Languages eng
Isbn 1402078994
Series Advanced studies in theoretical and applied econometrics
Volume 40
Description xviii, 155 p. ill. 25 cm.
Record date 20070430
Location Boston, Mass.
Keywords Economics, Markov processes