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

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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 Netherlands",

}