Risk reduction using wavelets for denoising principal-components regression models

Author： Ammou Salwa Ben   Kacem Zied   Haouas Nabiha  

Publisher： Emerald Group Publishing Ltd

ISSN： 1526-5943

Source： The Journal of Risk Finance Incorporating Balance Sheet, Vol.11, Iss.2, 2010-01, pp. : 180-203

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