Key Words: GARCH, RCA-GARCH, Hidden Semimartingale Model, Nonlinear time series, Semimartingales, Volatility
M. Ghahramani, email@example.com
A. Thavaneswaran, firstname.lastname@example.org
Editor: Shelton Peiris,email@example.com
READING THE ARTICLE: You can read the article in portable document (.pdf) format (97560 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 2641 times since July 24, 2006.