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Article: Hidden Markov models with threshold effects and their applications to oil price forecasting

TitleHidden Markov models with threshold effects and their applications to oil price forecasting
Authors
Issue Date2017
PublisherAmerican 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 Identifierhttp://hdl.handle.net/10722/240248
ISSN
2017 Impact Factor: 0.994
2015 SCImago Journal Rankings: 0.639
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorZHU, D-
dc.contributor.authorChing, WK-
dc.contributor.authorSiu, T-
dc.contributor.authorElliott, R-
dc.contributor.authorZhang, L-
dc.date.accessioned2017-04-19T08:21:52Z-
dc.date.available2017-04-19T08:21:52Z-
dc.date.issued2017-
dc.identifier.citationJournal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 757-773-
dc.identifier.issn1547-5816-
dc.identifier.urihttp://hdl.handle.net/10722/240248-
dc.languageeng-
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5-
dc.relation.ispartofJournal of Industrial and Management Optimization-
dc.rightsJournal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences.-
dc.rightsThis 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.titleHidden Markov models with threshold effects and their applications to oil price forecasting-
dc.typeArticle-
dc.identifier.emailChing, WK: wching@hku.hk-
dc.identifier.authorityChing, WK=rp00679-
dc.description.naturepostprint-
dc.identifier.doi10.3934/jimo.2016045-
dc.identifier.hkuros271771-
dc.identifier.volume13-
dc.identifier.issue2-
dc.identifier.spage757-
dc.identifier.epage773-
dc.identifier.isiWOS:000398815200016-
dc.publisher.placeUnited States-

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