Pages that link to "Item:Q980081"
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The following pages link to A high-order Markov-switching model for risk measurement (Q980081):
Displaying 4 items.
- A higher-order interactive hidden Markov model and its applications (Q1642063) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)