%0 Journal Article %1 journals/ijns/WuYL06 %A Wu, Edmond H. C. %A Yu, Philip L. H. %A Li, Wai Keung %D 2006 %J Int. J. Neural Syst. %K dblp %N 5 %P 371-382 %T Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models. %U http://dblp.uni-trier.de/db/journals/ijns/ijns16.html#WuYL06 %V 16

@article{journals/ijns/WuYL06, added-at = {2018-11-14T00:00:00.000+0100}, author = {Wu, Edmond H. C. and Yu, Philip L. H. and Li, Wai Keung}, biburl = {https://www.bibsonomy.org/bibtex/26f5c93403224cfe2f5439f9b01169612/dblp}, ee = {https://www.wikidata.org/entity/Q51928420}, interhash = {ea58142061344632d967360dc200e39a}, intrahash = {6f5c93403224cfe2f5439f9b01169612}, journal = {Int. J. Neural Syst.}, keywords = {dblp}, number = 5, pages = {371-382}, timestamp = {2018-11-15T14:41:58.000+0100}, title = {Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models.}, url = {http://dblp.uni-trier.de/db/journals/ijns/ijns16.html#WuYL06}, volume = 16, year = 2006 }