Gaussian Process Volatility Model

Yue Wu, José Miguel Hernández-Lobato, Zoubin Ghahramani. Gaussian Process Volatility Model. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 1044-1052, 2014. [doi]

@inproceedings{WuHG14,
  title = {Gaussian Process Volatility Model},
  author = {Yue Wu and José Miguel Hernández-Lobato and Zoubin Ghahramani},
  year = {2014},
  url = {http://papers.nips.cc/paper/5376-gaussian-process-volatility-model},
  researchr = {https://researchr.org/publication/WuHG14},
  cites = {0},
  citedby = {0},
  pages = {1044-1052},
  booktitle = {Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada},
  editor = {Zoubin Ghahramani and Max Welling and Corinna Cortes and Neil D. Lawrence and Kilian Q. Weinberger},
}