Volatility analysis via coupled Wishart process

Zhong She, Can Wang. Volatility analysis via coupled Wishart process. In The 2013 International Joint Conference on Neural Networks, IJCNN 2013, Dallas, TX, USA, August 4-9, 2013. pages 1-8, IEEE, 2013. [doi]

@inproceedings{SheW13,
  title = {Volatility analysis via coupled Wishart process},
  author = {Zhong She and Can Wang},
  year = {2013},
  doi = {10.1109/IJCNN.2013.6706744},
  url = {http://dx.doi.org/10.1109/IJCNN.2013.6706744},
  researchr = {https://researchr.org/publication/SheW13},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {The 2013 International Joint Conference on Neural Networks, IJCNN 2013, Dallas, TX, USA, August 4-9, 2013},
  publisher = {IEEE},
}