Hidden Markov models : applications to financial economics

Author(s)

• Bhar, Ramaprasad
• 羽森, 茂之 ハモリ, シゲユキ

Bibliographic Information

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

Note

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

Details

• NCID: BA67956447
• ISBN:
  • 1402078994
• LCCN: 2004045848
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Dordrecht ; Boston, [Mass.]
• Pages/Volumes: xviii, 155 p.
• Size: 25 cm
• Classification:
  • NDC8 : 331.9
  • NDC8 : 331.19
  • LCC : HB143
  • DC22 : 330/.01/519233
• Subject Headings:
  • LCSH : Economics -- Mathematical models
  • LCSH : Markov processes
• Parent Bibliography ID:
  • BA00013265