Showing results 4 to 5 of 5
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Title | Author(s) | Issue Date | Views | |
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Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 | 171 | ||
Volatility modelling of multivariate financial time series by using ICA-GARCH models Proceeding/Conference:Lecture Notes in Computer Science | 2005 | 126 |