Mixture hidden Markov models in finance research

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific

Original language	English
Title of host publication	Advances in data analysis, data handling and business intelligence
Editors	A. Fink, B. Lausen, W. Seidel, A. Ultsch
Place of Publication	Berlin-Heidelberg
Publisher	Springer
Pages	451-459
Publication status	Published - 2010

Cite this

@inbook{6271f3ef99d143068b1f4341611f8f08,

title = "Mixture hidden Markov models in finance research",

author = "J.G. Dias and J.K. Vermunt and S. Ramos",

year = "2010",

language = "English",

pages = "451--459",

editor = "A. Fink and B. Lausen and W. Seidel and A. Ultsch",

booktitle = "Advances in data analysis, data handling and business intelligence",

publisher = "Springer",

address = "Germany",

}