Showing results 143 to 148 of 148
< previous
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 | |||
VaR estimation using FIGARCH models Proceeding/Conference:Hong Kong International Workshop on Statistics in Finance | 1999 | 96 | ||
Volatility modelling of multivariate financial time series by using ICA-GARCH models Proceeding/Conference:Lecture Notes in Computer Science | 2005 | 142 | ||
A Vulnerability Index for Predicting Extreme Market Events in Hong Kong Journal:International Journal of Applied Economics | 2005 | |||
Weighted distance-based models for ranking data using the R package rankdist. Journal:Journal of Statistical Software | 2019 | |||
Zero-inflated Poisson regression mixture model Journal:Computational Statistics & Data Analysis | 2014 | 86 |