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Article: Hidden Markov models with threshold effects and their applications to oil price forecasting
Title | Hidden Markov models with threshold effects and their applications to oil price forecasting |
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Authors | |
Keywords | Filtering Forecasting Hidden Markov Model Oil price Threshold effect |
Issue Date | 2017 |
Publisher | American Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5 |
Citation | Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/240248 |
ISSN | 2023 Impact Factor: 1.2 2023 SCImago Journal Rankings: 0.364 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | ZHU, D | - |
dc.contributor.author | Ching, WK | - |
dc.contributor.author | Siu, T | - |
dc.contributor.author | Elliott, R | - |
dc.contributor.author | Zhang, L | - |
dc.date.accessioned | 2017-04-19T08:21:52Z | - |
dc.date.available | 2017-04-19T08:21:52Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773 | - |
dc.identifier.issn | 1547-5816 | - |
dc.identifier.uri | http://hdl.handle.net/10722/240248 | - |
dc.language | eng | - |
dc.publisher | American Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5 | - |
dc.relation.ispartof | Journal of Industrial and Management Optimization | - |
dc.rights | Journal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences. | - |
dc.rights | This is a pre-copy-editing, author-produced PDF of an article accepted for publication in [Journal of Industrial and Management Optimization] following peer review. The definitive publisher-authenticated version [Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773] is available online at: http://dx.doi.org/10.3934/jimo.2016045 | - |
dc.subject | Filtering | - |
dc.subject | Forecasting | - |
dc.subject | Hidden Markov Model | - |
dc.subject | Oil price | - |
dc.subject | Threshold effect | - |
dc.title | Hidden Markov models with threshold effects and their applications to oil price forecasting | - |
dc.type | Article | - |
dc.identifier.email | Ching, WK: wching@hku.hk | - |
dc.identifier.authority | Ching, WK=rp00679 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.3934/jimo.2016045 | - |
dc.identifier.scopus | eid_2-s2.0-85016113241 | - |
dc.identifier.hkuros | 271771 | - |
dc.identifier.volume | 13 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 757 | - |
dc.identifier.epage | 773 | - |
dc.identifier.isi | WOS:000398815200016 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 1547-5816 | - |