Paul E. Lynch, Nigel M. Allinson. Adaptive Filtering for GARCH Models. In Hujun Yin, Nigel M. Allinson, Richard T. Freeman, John A. Keane, Simon J. Hubbard, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2002, Third International Conference, Manchester, UK, August 12-14, Proceedings. Volume 2412 of Lecture Notes in Computer Science, pages 416-422, Springer, 2002. [doi]
Abstract is missing.