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]
@inproceedings{AcunaAA15,
title = {The Effect of Innovation Assumptions on Asymmetric GARCH Models for Volatility Forecasting},
author = {Diego Acuña and Héctor Allende-Cid and Héctor Allende},
year = {2015},
doi = {10.1007/978-3-319-25751-8_63},
url = {http://dx.doi.org/10.1007/978-3-319-25751-8_63},
researchr = {https://researchr.org/publication/AcunaAA15},
cites = {0},
citedby = {0},
pages = {527-534},
booktitle = {Progress in Pattern Recognition, Image Analysis, Computer Vision, and Applications - 20th Iberoamerican Congress, CIARP 2015, Montevideo, Uruguay, November 9-12, 2015, Proceedings},
editor = {Alvaro Pardo and Josef Kittler},
volume = {9423},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-25750-1},
}