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]
@inproceedings{GuCZ14-0,
title = {A hidden Markov reduced-form risk model},
author = {Jia-Wen Gu and Wai-Ki Ching and Harry Zheng},
year = {2014},
doi = {10.1109/CIFEr.2014.6924072},
url = {http://dx.doi.org/10.1109/CIFEr.2014.6924072},
researchr = {https://researchr.org/publication/GuCZ14-0},
cites = {0},
citedby = {0},
pages = {190-196},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {IEEE},
}