Talk
Regime switching GARCH-based clustering of financial time series
José G. Dias (Dias, J. G.); Sofia Ramos (Ramos, S.);
Event Title
MBC2 ? An International Workshop on Model-Based Clustering and Classification
Year (definitive publication)
2012
Language
English
Country
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More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-8827
Other Publication Details
Yes
Digital
Catânia
Conference
International
Oral Presentation