几本关于马尔科夫金融风险预警的英文博士论文(物超所值)
Applications of hidden Markov chains to credit risk modelling :UNIVERSITY OF ALBERTA, 2004
Early warning systems for currency crises:A Markov-switching approach:UNIVERSITY OF PENNSYLVNIA, 2002
Dynamic factor Markov switching model and its applications in business cycles:UNIVERSITY OF CALFORNIA, 2001
Filtering of hidden weak Markov chain and its applications to finance:UNIVERSITY OF MISSOURI-COLUMBIA, 2005
Two essays in Markov mixture of normals approach to modeling financial returns:UNIVERSITY OF IOWA, 2002