Bertrand Maillet, Madalina Olteanu, Joseph Rynkiewicz. Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime. In ESANN 2004, 12th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 28-30, 2004, Proceedings. pages 87-92, 2004. [doi]
Abstract is missing.