@misc{indiciae0101ce76f692,
  title = {Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-GARCH) models.},
  author = {Edmond H C Wu and Philip L H Yu and W K Li},
  year = {2006},
  doi = {10.1142/s0129065706000779},
  url = {https://pubmed.ncbi.nlm.nih.gov/17117498/},
  note = {Source identifier: 17117498}
}