%0 Journal Article
%T Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models
%A Saidane
%A Mohamed
%J -
%D 2019
%R 10.17535/crorr.2019.0021
%X Sa£żeta
%K mixed latent factor models
%K hidden Markov models
%K unobserved heterogeneity
%K EM algorithm
%K Value-at-Risk
%U https://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=334180