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

Tak Kuen Siu, Wai-Ki Ching (), Eric Fung () and Michael Ng ()

Computational Economics, 2007, vol. 29, issue 3, 425-425

Date: 2007
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Journal Article: Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models (2005)
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DOI: 10.1007/s10614-006-9057-z

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