Analysis of default data using hidden Markov models

Quantitative Finance

Volumn 5, Issue 1, 2005, Pages 27-34

  Giampieri, Giacomo ^a   Davis, Mark ^a   Crowder, Martin ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22544486590     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500039951     Document Type: Review

References (18)

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