Exportar Publicação
A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.
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_1734885697039, author = "Dias, J. G. and Ramos, S.", title = "Regime switching GARCH-based clustering of financial time series", year = "2012", howpublished = "Digital", url = "" }