Classifying the Markets Volatility with ARMA Distance Measures
| Title | Classifying the Markets Volatility with ARMA Distance Measures |
| Publication Type | Journal Article |
| Year of Publication | 2005 |
| Authors | Otranto, E |
| Journal | QUADERNI DI STATISTICA |
| Volume | 6 |
| Pagination | 1 - 19 |
| ISBN Number | 1594-3739 |