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Principal Volatility Component Analysis (Q6666944)

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scientific article; zbMATH DE number 7970983
Language Label Description Also known as
English
Principal Volatility Component Analysis
scientific article; zbMATH DE number 7970983

    Statements

    title
    Principal Volatility Component Analysis (English)
    0 references
    author
    Yu-Pin Hu
    0 references
    Ruey S. Tsay
    0 references
    publication date
    20 January 2025
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B84
    0 references
    62H25
    0 references
    62M10
    0 references
    62P05
    0 references
    zbMATH DE Number
    7970983
    0 references
     
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