Wai-ching Wong, Fung Yip, Lei Xu. Financial Prediction by Finite Mixture GARCH Model. In Shiro Usui, Takashi Omori, editors, The Fifth International Conference on Neural Information Processing, ICONIP R98, Kitakyushu, Japan, October 21-23, 1998, Proceedings. pages 1351-1354, IOA Press, 1998.
Abstract is missing.