- Title
- Improved Nonlinear Multivariate Financial Time Series Prediction with Mixed State Latent Factor Models
- Creators - without role
- Christian Lavergne - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAGMohamed Saidane - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
- Publication Details
- Journal of Statistical Theory and Practice, Vol.2(4), pp.597-632
- Identifiers
- 9940862609311
- Academic Unit
- Institut Montpelliérain Alexander Grothendieck - IMAG
- Language
- English
- Resource Type
- Journal article
- Local Fields
- hal-00347720
Journal article
Improved Nonlinear Multivariate Financial Time Series Prediction with Mixed State Latent Factor Models
Journal of Statistical Theory and Practice, Vol.2(4), pp.597-632
12/2008
Metrics
1 Record Views