Stochastic Volatility or Stochastic Central Tendency: Evidence from a Hidden Markov Model of the Short-Term Interest Rate

2014 ◽  
pp. 33-53 ◽  
Author(s):  
Craig A. Wilson ◽  
Robert J. Elliott
Keyword(s):  
Interest Rate ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Stochastic Volatility ◽  
Hidden Markov ◽  
Central Tendency ◽  
Short Term

scholarly journals Short-Term Industrial Load Forecasting Based on Ensemble Hidden Markov Model

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 160858-160870
Author(s):  
Yuanyuan Wang ◽  
Yang Kong ◽  
Xiafei Tang ◽  
Xiaoqiao Chen ◽  
Yao Xu ◽  
...  
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Load Forecasting ◽  
Short Term
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