A hidden Markov reduced-form risk model

Jia-Wen Gu, Wai-Ki Ching, Harry Zheng. A hidden Markov reduced-form risk model. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 190-196, IEEE, 2014. [doi]

Abstract

Abstract is missing.