Extracting Conditionally Heteroskedastic Components using Independent Component Analysis
| Year of publication: |
2019
|
|---|---|
| Authors: | Miettinen, Jari ; Matilainen, Markus ; Nordhausen, Klaus ; Taskinen, Sara |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2019, 2 (08.09.), p. 293-311
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12505 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095014