On Factorial HMMs for Time Series in Finance

Journal article

Mohamed Saidane and Christian Lavergne

The Kyoto Economic Review, Vol.75(1), pp.63-90

2006

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Title: On Factorial HMMs for Time Series in Finance
Creators - without role: Mohamed Saidane - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Christian Lavergne - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Publication Details: The Kyoto Economic Review, Vol.75(1), pp.63-90
Identifiers: 9937089909311
Academic Unit: Institut Montpelliérain Alexander Grothendieck - IMAG
Language: English
Resource Type: Journal article
Local Fields: hal-00194054