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). Berlin-Heidelberg: Springer.
Dias, J.G. ; Vermunt, J.K. ; Ramos, S. / Mixture hidden Markov models in finance research. Advances in data analysis, data handling and business intelligence. editor / A. Fink ; B. Lausen ; W. Seidel ; A. Ultsch. Berlin-Heidelberg : Springer, 2010. pp. 451-459
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Dias, JG, Vermunt, JK & 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. Springer, Berlin-Heidelberg, pp. 451-459.

Mixture hidden Markov models in finance research. / Dias, J.G.; Vermunt, J.K.; Ramos, S.

Advances in data analysis, data handling and business intelligence. ed. / A. Fink; B. Lausen; W. Seidel; A. Ultsch. Berlin-Heidelberg : Springer, 2010. p. 451-459.

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

TY - CHAP

T1 - Mixture hidden Markov models in finance research

AU - Dias, J.G.

AU - Vermunt, J.K.

AU - Ramos, S.

PY - 2010

Y1 - 2010

M3 - Chapter

SP - 451

EP - 459

BT - Advances in data analysis, data handling and business intelligence

A2 - Fink, A.

A2 - Lausen, B.

A2 - Seidel, W.

A2 - Ultsch, A.

PB - Springer

CY - Berlin-Heidelberg

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Dias JG, Vermunt JK, Ramos S. Mixture hidden Markov models in finance research. In Fink A, Lausen B, Seidel W, Ultsch A, editors, Advances in data analysis, data handling and business intelligence. Berlin-Heidelberg: Springer. 2010. p. 451-459