Discussion "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay

Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages7
EditionEI report reeks EI 2014-06
Publication statusPublished - 2014

Publication series

SeriesEI report reeks
VolumeEI 2014-06

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