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Gian Piero Aielli

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2014
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  - journals/csda/AielliC14
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Gian Piero Aielli, Massimiliano Caporin:
Variance clustering improved dynamic conditional correlation MGARCH estimators. Comput. Stat. Data Anal. 76: 556-576 (2014)
2013
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Gian Piero Aielli, Massimiliano Caporin:
Fast clustering of GARCH processes via Gaussian mixture models. Math. Comput. Simul. 94: 205-222 (2013)

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