Hidden Markov models : applications to financial economics /

• Main Author: Bhar, Ramaprasad (συγγραφέας.)
• Other Authors: Hamori, Shigeyuki, 1959- (συγγραφέας.)
• Format: Book
• Language: English
• Published: Boston, Mass : Kluwer Academic Publishers, c2004.
• Series: Advanced studies in theoretical and applied econometrics. 40.
• Subjects: Οικονομική > Μαθηματικά μοντέλα.; Αλυσίδες Markov