Gian Piero Aielli, Massimiliano Caporin. Fast clustering of GARCH processes via Gaussian mixture models. Mathematics and Computers in Simulation, 94:205-222, 2013. [doi]
@article{AielliC13,
title = {Fast clustering of GARCH processes via Gaussian mixture models},
author = {Gian Piero Aielli and Massimiliano Caporin},
year = {2013},
doi = {10.1016/j.matcom.2012.09.015},
url = {https://doi.org/10.1016/j.matcom.2012.09.015},
researchr = {https://researchr.org/publication/AielliC13},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {94},
pages = {205-222},
}