"A high-order Markov-switching model for risk measurement."

Tak Kuen Siu et al. (2009)

Details and statistics

DOI: 10.1016/J.CAMWA.2008.10.099

access: open

type: Journal Article

metadata version: 2022-08-03

a service of  Schloss Dagstuhl - Leibniz Center for Informatics