![](/img/cover-not-exists.png)
Principal Volatility Component Analysis
Hu, Yu-Pin, Tsay, Ruey S.Volume:
32
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2013.818006
Date:
April, 2014
File:
PDF, 318 KB
english, 2014