TY  - RPRT
TI  - Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-GARCH) models.
AU  - Edmond H C Wu
AU  - Philip L H Yu
AU  - W K Li
PY  - 2006
DO  - 10.1142/s0129065706000779
UR  - https://pubmed.ncbi.nlm.nih.gov/17117498/
ID  - 17117498
ER  -