Stochastic Volatility and Early Warning Indicator

Guseon Ji, Hyeongwoo Kong, Woo Chang Kim, Kwangwon Ahn. Stochastic Volatility and Early Warning Indicator. In Valeria V. Krzhizhanovskaya, Gábor Závodszky, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, Sérgio Brissos, João Teixeira, editors, Computational Science - ICCS 2020 - 20th International Conference, Amsterdam, The Netherlands, June 3-5, 2020, Proceedings, Part I. Volume 12137 of Lecture Notes in Computer Science, pages 413-421, Springer, 2020. [doi]

Abstract

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