Author:
Gu Xing,Mamon Rogemar,Duprey Thibaut,Xiong Heng
Funder
Natural Sciences and Engineering Research Council of Canada
Reference36 articles.
1. Filtering and forecasting commodity futures prices under an HMM framework;Date;Energy Econ.,2013
2. State-dependent stock market reactions to monetary policy;Davig;Int. J. Cent. Bank.,2006
3. Dating systemic financial stress episodes in the EU countries;Duprey;J. Financ. Stab.,2017
4. Hidden Markov Models: Estimation and Control;Elliott,1995
5. Financial signal processing: a self calibrating model;Elliott;Int. J. Theor. Appl. Finance,2001
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献