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"Volatility homogenisation decomposition for forecasting."

Adam W. Kowalewski, Owen D. Jones, Kotagiri Ramamohanarao (2014)

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DOI: 10.1109/CIFEr.2014.6924071

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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  dblp key:
  - conf/cifer/KowalewskiJR14
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  - https://dblp.org/rec/conf/cifer/KowalewskiJR14
Adam W. Kowalewski, Owen D. Jones, Kotagiri Ramamohanarao:
Volatility homogenisation decomposition for forecasting. CIFEr 2014: 182-189

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