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Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2019 - Fifth edition

Persistent link: https://www.econbiz.de/10012000638

Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2015 - 4. ed.

Persistent link: https://www.econbiz.de/10010485660

Statistics of financial markets : exercises and solutions

Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003929526

Statistics of financial markets : an introduction

Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2011 - 3. ed.

Persistent link: https://www.econbiz.de/10008661923

TVICA - time varying independent component analysis and its application to financial data

Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang - 2011

Source extraction and dimensionality reduction are important in analyzing high dimensional and complex financial time series that are neither Gaussian distributed nor stationary. Independent component analysis (ICA) method can be used to factorize the data into a linear combination of...