@article{neely:2002:perv,
title = {Predicting Exchange Rate Volatility: Genetic
Programming vs. {GARCH} and {RiskMetrics}},
author = {Christopher J. Neely and Paul A. Weller},
journal = {Federal Reserve Bank of St. Louis Review},
month = {May/June},
number = {3},
pages = {43--54},
url = {http://research.stlouisfed.org/publications/review/02/05/43-54NeelyWeller.pdf},
volume = {84},
year = {2002},
notes = {reprinted in
\cite{neely:2002:GAGPCF}
http://research.stlouisfed.org/publications/review/}, size = {12 pages},
keywords = {algorithms, genetic programming }
}