Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Year of publication: |
2007
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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. 29.2007, 3, p. 425-426
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