Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
| Year of publication: |
2011
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| Authors: | Kumiega, Andrew ; Neururer, Thaddeus ; Van Vliet, Ben |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 51.2011, 3, p. 292-303
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