Hidden Markov Models Applications to Financial Economics /
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston, MA :
Springer US,
2004.
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| Series: | Advanced Studies in Theoretical and Applied Econometrics,
40 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
