Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183)

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Hidden Markov models with threshold effects and their applications to oil price forecasting
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    Hidden Markov models with threshold effects and their applications to oil price forecasting (English)
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    12 June 2017
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    hidden Markov model
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    filtering
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    threshold effect
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    oil price
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    forecasting
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