The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive days, creating temporal clusters. The GARCH model,...

This paper deals with the automatic detection of slight parameter changes from the analysis of signals generated by nonlinear biological systems. The interest is focused here on investigating particular aspects of the relation between signal analysis and systems dynamics, involving the automatic...