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"An application of hidden Markov models to asset allocation problems."

Robert J. Elliott, John van der Hoek (1997)

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DOI: 10.1007/S007800050022

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/fs/ElliottH97
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  - https://dblp.org/rec/journals/fs/ElliottH97
Robert J. Elliott, John van der Hoek:
An application of hidden Markov models to asset allocation problems. Finance Stochastics 1(3): 229-238 (1997)

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