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]

@inproceedings{JiKKA20,
  title = {Stochastic Volatility and Early Warning Indicator},
  author = {Guseon Ji and Hyeongwoo Kong and Woo Chang Kim and Kwangwon Ahn},
  year = {2020},
  doi = {10.1007/978-3-030-50371-0_30},
  url = {https://doi.org/10.1007/978-3-030-50371-0_30},
  researchr = {https://researchr.org/publication/JiKKA20},
  cites = {0},
  citedby = {0},
  pages = {413-421},
  booktitle = {Computational Science - ICCS 2020 - 20th International Conference, Amsterdam, The Netherlands, June 3-5, 2020, Proceedings, Part I},
  editor = {Valeria V. Krzhizhanovskaya and Gábor Závodszky and Michael Harold Lees and Jack J. Dongarra and Peter M. A. Sloot and Sérgio Brissos and João Teixeira},
  volume = {12137},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-50371-0},
}