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ORCID"Fast clustering of GARCH processes via Gaussian mixture models."
Gian Piero Aielli, Massimiliano Caporin (2013)
- Gian Piero Aielli, Massimiliano Caporin
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Fast clustering of GARCH processes via Gaussian mixture models. Math. Comput. Simul. 94: 205-222 (2013)
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