Clustering financial time series: New insights from an extended hidden Markov model
Dias, José G., Vermunt, Jeroen K., Ramos, SofiaVolume:
243
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2014.12.041
Date:
June, 2015
File:
PDF, 1.54 MB
english, 2015