Hidden Markov models : applications to financial economics

書誌事項

Hidden Markov models : applications to financial economics

by Ramaprasad Bhar and Shigeyuki Hamori

(Advanced studies in theoretical and applied econometrics, v. 40)

Kluwer Academic Publishers, c2004

  • : hb

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注記

Includes bibliographical references (p. [145]-151) and index

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