Felipe A. Tobar, Marcos E. Orchard, Danilo P. Mandic, Anthony G. Constantinides. Estimation of financial indices volatility using a model with time-varying parameters. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 318-324, IEEE, 2014. [doi]
Abstract is missing.