Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
| Year of publication: |
2005
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|---|---|
| Authors: | Siu, Tak-Kuen ; Ching, Wai-Ki ; Fung, Eric S. ; Ng, Michael K. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 26.2005, 3, p. 69-102
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