Smoothed parameter estimation for a hidden Markov Model of credit quality

Date

2007

Authors

Korolkiewicz, M.
Elliott, R.

Editors

Mamon, R.
Elliott, R.

Advisors

Journal Title

Journal ISSN

Volume Title

Type:

Book chapter

Citation

Hidden Markov Models in Finance, 2007 / Mamon, R., Elliott, R. (ed./s), pp.69-90

Statement of Responsibility

Malgorzata W. Korolkiewicz and Robert J. Elliot

Conference Name

Abstract

School/Discipline

Dissertation Note

Provenance

Description

Access Status

Rights

License

Grant ID

Published Version

Call number

Persistent link to this record

http://hdl.handle.net/2440/45955