Extracting Information from Spot Interest Rates and credit Ratings Using Double Higher-Order Hidden Marcov Models

Tak Kuen Siu, W. K. Ching, E. S. Fung, M. K. Ng

Research output: Contribution to journal › Article › peer-review

Cite this

@article{bf17a91e3d094cdc86b54c420e0ea169,

title = "Extracting Information from Spot Interest Rates and credit Ratings Using Double Higher-Order Hidden Marcov Models",

author = "Siu, {Tak Kuen} and Ching, {W. K.} and Fung, {E. S.} and Ng, {M. K.}",

year = "2005",

language = "English",

volume = "26",

pages = "251--284",

journal = "Computational Economics",

issn = "1572-9974",

publisher = "Springer",

}