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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)
- 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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