Hidden Markov models : applications to financial economics /
| Main Author: | |
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Boston, Mass. :
Kluwer Academic Publishers,
[2004]
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| Series: | Advanced studies in theoretical and applied econometrics ;
v. 40. |
| Subjects: |
| Physical Description: | xviii, 155 pages : illustrations ; 25 cm. |
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| Bibliography: | Includes bibliographical references (pages [145]-151) and index. |
| ISBN: | 1402078994 (hb : alk. paper) |