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Dias, J. G. & Ramos, S. (2012). Regime switching GARCH-based clustering of financial time series. MBC2 ? An International Workshop on Model-Based Clustering and Classification.
J. M. Dias and S. C. Ramos, "Regime switching GARCH-based clustering of financial time series", in MBC2 ? An Int. Workshop on Model-Based Clustering and Classification, Catânia, 2012
@misc{dias2012_1732200817726, author = "Dias, J. G. and Ramos, S.", title = "Regime switching GARCH-based clustering of financial time series", year = "2012", howpublished = "Digital", url = "" }