Diego Acuña, Héctor Allende-Cid, Héctor Allende. The Effect of Innovation Assumptions on Asymmetric GARCH Models for Volatility Forecasting. In Alvaro Pardo, Josef Kittler, editors, Progress in Pattern Recognition, Image Analysis, Computer Vision, and Applications - 20th Iberoamerican Congress, CIARP 2015, Montevideo, Uruguay, November 9-12, 2015, Proceedings. Volume 9423 of Lecture Notes in Computer Science, pages 527-534, Springer, 2015. [doi]
Abstract is missing.