Mixture hidden Markov models in finance research

J.G. Dias, J.K. Vermunt, S. Ramos

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Original languageEnglish
Title of host publicationAdvances in data analysis, data handling and business intelligence
EditorsA. Fink, B. Lausen, W. Seidel, A. Ultsch
Place of PublicationBerlin-Heidelberg
PublisherSpringer
Pages451-459
Publication statusPublished - 2010

Cite this

Dias, J. G., Vermunt, J. K., & Ramos, S. (2010). Mixture hidden Markov models in finance research. In A. Fink, B. Lausen, W. Seidel, & A. Ultsch (Eds.), Advances in data analysis, data handling and business intelligence (pp. 451-459). Springer.