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Evaluation of an integrated renewable energy system for electricity generation in rural areas
Rozakis, Stelios; Soldatos, Peter G.; Papadakis, George; … - In: Energy policy 25 (1997) 3, pp. 337-348
Persistent link: https://www.econbiz.de/10007544662
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Implied ICA: Factor Extraction and Multiasset Derivative Pricing
Kumiega, Andrew; Neururer, Thaddeus; Van Vliet, Ben - In: The journal of derivatives : the official publication … 19 (2012) 4, pp. 39-53
Persistent link: https://www.econbiz.de/10009985001
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Multifactor Index Variance: The Case of the SPX 2000 to 2010
Neururer, Thaddeus; Kumiega, Andrew - In: The journal of futures markets 33 (2013) 2, pp. 158-182
Persistent link: https://www.econbiz.de/10010054165
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Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
Kumiega, Andrew; Neururer, Thaddeus; Van Vliet, Ben - In: The quarterly review of economics and finance : journal … 51 (2011) 3, pp. 292-303
Persistent link: https://www.econbiz.de/10009328733