Para acceder a los documentos con el texto completo, por favor, siga el siguiente enlace: http://hdl.handle.net/2117/175732
dc.contributor | Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions |
---|---|
dc.contributor | Universitat Politècnica de Catalunya. VEU - Grup de Tractament de la Parla |
dc.contributor.author | Ladrón de Guevara Cortés, Rogelio |
dc.contributor.author | Torra Porras, Salvador |
dc.contributor.author | Monte Moreno, Enrique |
dc.date | 2018-01-01 |
dc.identifier.citation | Ladrón de Guevara, R.; Torra Porras, S.; Monte, E. 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. "Computación y sistemas", 1 Gener 2018, vol. 22, núm. 4, p. 1049-1064. |
dc.identifier.citation | 2007-9737 |
dc.identifier.citation | 10.13053/CyS-22-4-3083 |
dc.identifier.uri | http://hdl.handle.net/2117/175732 |
dc.language.iso | eng |
dc.relation | http://www.cys.cic.ipn.mx/ojs/index.php/CyS/article/view/3083/0 |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject | Àrees temàtiques de la UPC::Informàtica |
dc.subject | Mathematical statistics |
dc.subject | Computer science |
dc.subject | Extraction techniques |
dc.subject | Underlying risk factors |
dc.subject | Independent component analysis |
dc.subject | Arbitrage pricing theory |
dc.subject | Mexican stock exchange |
dc.subject | Estadística matemàtica |
dc.subject | Informàtica |
dc.title | 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 |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.type | info:eu-repo/semantics/article |
dc.description.abstract | |
dc.description.abstract |