Dr. Bhar has published three research intensive books (2004, 2005 and 2010). This is the snapshot from Amazon.com.
Hidden Markov Models: Applications to Financial Economics
(Advanced Studies in Theoretical and Applied Econometrics)
by Ramaprasad Bhar and Shigeyuki Hamori
Published 2004, Paperback (Nov. 2, 2010)
Other Formats: Hardcover