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	A combination of hidden Markov model and association analysis for stock market sector rotation
	Chen, J.; Xie, C.; Zeng, Z.
刊名	Revista de Cercetare si Interventie Sociala
	2018
卷号	Vol.63页码:149-165
关键词	Apriori Association analysis Baum-welch algorithm HMM Pearson correlation coefficient
ISSN号	1583-3410
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5469372
专题	湖南大学
作者单位	1.a College of Business Administration, Hunan University, China 2.Center of Finance and Investment Management, Hunan University, China
推荐引用方式 GB/T 7714	Chen, J.,Xie, C.,Zeng, Z.. A combination of hidden Markov model and association analysis for stock market sector rotation[J]. Revista de Cercetare si Interventie Sociala,2018,Vol.63:149-165.
APA	Chen, J.,Xie, C.,&Zeng, Z..(2018).A combination of hidden Markov model and association analysis for stock market sector rotation.Revista de Cercetare si Interventie Sociala,Vol.63,149-165.
MLA	Chen, J.,et al."A combination of hidden Markov model and association analysis for stock market sector rotation".Revista de Cercetare si Interventie Sociala Vol.63(2018):149-165.

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