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

Ramaprasad Bhar and Shigeyuki Hamori

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

Springer Science+Business Media, [20--], c2004

• : softcover

Note

"Originally published by Kluwer Academic Publishers, Boston in 2004, softcover reprint of the hardcover 1st edition 2004"--T.p. verso

Details

• NCID: BB2026242X
• ISBN:
  • 9781441954480
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xviii, 155 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.01519233
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Economics -- Mathematical models
  • LCSH : Markov processes
• Parent Bibliography ID:
  • BA00013265