Principal Volatility Component Analysis

Author: Hu Yu-Pin   Tsay Ruey S.  

Publisher: Taylor & Francis Ltd

ISSN: 0735-0015

Source: Journal of Business & Economic Statistics, Vol.32, Iss.2, 2014-04, pp. : 153-164

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next