Ladrón de Guevara Cortés, R., Torra Porras, S., & Monte Moreno, E. (2018). 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.
Citación estilo ChicagoLadrón de Guevara Cortés, Rogelio, Salvador Torra Porras, y Enrique|||0000-0002-4907-0494 Monte Moreno. 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. 2018.
Cita MLALadrón de Guevara Cortés, Rogelio, Salvador Torra Porras, y Enrique|||0000-0002-4907-0494 Monte Moreno. 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. 2018.