Analysis of default data using hidden Markov models

Author: Giampieri Giacomo   Davis Mark   Crowder Martin  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.5, Iss.1, 2005-02, pp. : 27-34

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract