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]
@inproceedings{TobarOMC14,
title = {Estimation of financial indices volatility using a model with time-varying parameters},
author = {Felipe A. Tobar and Marcos E. Orchard and Danilo P. Mandic and Anthony G. Constantinides},
year = {2014},
doi = {10.1109/CIFEr.2014.6924090},
url = {http://dx.doi.org/10.1109/CIFEr.2014.6924090},
researchr = {https://researchr.org/publication/TobarOMC14},
cites = {0},
citedby = {0},
pages = {318-324},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {IEEE},
}