Reaction trend system with GARCH quantiles as action points

Jose Augusto Fiorucci, Geraldo Nunes Silva, Flavio Barboza. Reaction trend system with GARCH quantiles as action points. Expert Syst. Appl., 198:116750, 2022. [doi]

@article{FiorucciSB22,
  title = {Reaction trend system with GARCH quantiles as action points},
  author = {Jose Augusto Fiorucci and Geraldo Nunes Silva and Flavio Barboza},
  year = {2022},
  doi = {10.1016/j.eswa.2022.116750},
  url = {https://doi.org/10.1016/j.eswa.2022.116750},
  researchr = {https://researchr.org/publication/FiorucciSB22},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {198},
  pages = {116750},
}