Pages that link to "Item:Q2372954"
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The following pages link to Portfolio value at risk based on independent component analysis (Q2372954):
Displaying 11 items.
- Deflation-based separation of uncorrelated stationary time series (Q391930) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- New independent component analysis tools for time series (Q894577) (← links)
- TVICA -- time varying independent component analysis and its application to financial data (Q1623451) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Separation of uncorrelated stationary time series using autocovariance matrices (Q2802912) (← links)
- PRINCIPAL COMPONENT VALUE AT RISK (Q4522656) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- (Q5490711) (← links)
- Algorithmic Applications in Management (Q5710140) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)