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 journalArticle

Original languageEnglish
Pages (from-to)251-284
Number of pages34
JournalComputational Economics
Volume26
Publication statusPublished - 2005

Cite this