An application of hidden Markov models to asset allocation problems
Year of publication: |
1997
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Authors: | Elliott, R.J. ; Hoek, J.van der |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 1.1997, 3, p. 229-238
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