Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models

Author: Siu Tak-Kuen   Ching Wai-Ki   Fung Eric   Ng Michael  

Publisher: Springer Publishing Company

ISSN: 0927-7099

Source: Computational Economics, Vol.29, Iss.3-4, 2007-05, pp. : 425-425

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