TVICA -- time varying independent component analysis and its application to financial data (Q1623451): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: CuBICA: Independent Component Analysis by Simultaneous Third- and Fourth-Order Cumulant Diagonalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Independent component analysis, a new concept? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroskedasticity and changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Multivariate Statistical Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principal component analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: What is Projection Pursuit? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture / rank
 
Normal rank
Property / cites work
 
Property / cites work: Independent Component Analysis Involving Autocorrelated Sources With an Application to Functional Magnetic Resonance Imaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Orthogonal Components for Multivariate Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for time-inhomogeneous volatility models. / rank
 
Normal rank

Revision as of 11:14, 17 July 2024

scientific article
Language Label Description Also known as
English
TVICA -- time varying independent component analysis and its application to financial data
scientific article

    Statements

    TVICA -- time varying independent component analysis and its application to financial data (English)
    0 references
    0 references
    0 references
    0 references
    23 November 2018
    0 references
    adaptive methods
    0 references
    local homogeneity
    0 references
    portfolio risk analysis
    0 references
    sequential testing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references