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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_1769479131217,
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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