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Dias, J. G. & Ramos, S. (2012). Regime switching GARCH-based clustering of financial time series. CFE 2012 ? Computational and Financial Econometrics.
J. M. Dias and S. C. Ramos, "Regime switching GARCH-based clustering of financial time series", in CFE 2012 ? Computational and Financial Econometrics, Oviedo, 2012
@misc{dias2012_1769473763132,
author = "Dias, J. G. and Ramos, S.",
title = "Regime switching GARCH-based clustering of financial time series",
year = "2012",
howpublished = "Digital",
url = ""
}
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