Torra Porras, Salvador, University of Barcelona. Faculty of Economics and Business. Department of Econometrics, Statistics and Applied Economy, Spain
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Vol 22, No 4 (2018): Topic Trends in Computing Research (Guest Editors: A. Aguilar-Meléndez, E. Moya-Sánchez) - Articles of the Thematic Issue
Extraction of the Underlying Structure of Systematic Risk from Non-Gaussian Multivariate Financial Time Series Using Independent Component Analysis: Evidence from the Mexican Stock Exchange
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Vol 23, No 2 (2019): Topic Trends in Computing Research (Guest Editors: A. Aguilar Meléndez, E. U. Moya Sánchez) - Articles of the Thematic Issue
Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange
Abstract PDF
ISSN: 2007-9737
