Lu Li
Modeling and Forecasting Corporate Default Counts Using Hidden Markov Model
Li, Lu; Cheng, Jie
Citation
Li, L., & Cheng, J. (2015). Modeling and Forecasting Corporate Default Counts Using Hidden Markov Model. Journal of Economics, Business and Management (JOEBM), 3(5), 493-497. https://doi.org/10.7763/joebm.2015.v3.234
Journal Article Type | Article |
---|---|
Publication Date | 2015-05 |
Deposit Date | Dec 14, 2023 |
Journal | Journal of Economics, Business and Management |
Print ISSN | 2301-3567 |
Peer Reviewed | Peer Reviewed |
Volume | 3 |
Issue | 5 |
Pages | 493-497 |
DOI | https://doi.org/10.7763/joebm.2015.v3.234 |
Publisher URL | http://www.joebm.com/index.php?m=content&c=index&a=show&catid=43&id=526 |
Related Public URLs | http://www.joebm.com/list-43-1.html http://www.joebm.com/papers/234-M00009.pdf |
You might also like
Spectral density of Markov switching models: Derivation, simulation studies and application
(2016)
Journal Article
A transitional Markov switching autoregressive model
(2016)
Journal Article
Downloadable Citations
About Keele Repository
Administrator e-mail: research.openaccess@keele.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2025
Advanced Search