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"Value at Risk Estimation Using Independent Component Analysis-generalized ..."

Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li (2006)

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DOI: 10.1142/S0129065706000779

access: closed

type: Journal Article

metadata version: 2018-11-14

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Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li:
Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models. Int. J. Neural Syst. 16(5): 371-382 (2006)

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