A4 Article in conference proceedings
ICA and stochastic volatility models (2016)

Matilainen, M., Miettinen, J., Nordhausen, K., & Taskinen, S. (2016). ICA and stochastic volatility models. In S. Aivazian, P. Filzmoser, & Y. Kharin (Eds.), CDAM 2016 : Proceedings of the XI International Conference on Computer Data Analysis and Modeling (pp. 30-37). Belarusian State University Publishing House.

JYU authors or editors

Publication details

All authors or editors: Matilainen, M.; Miettinen, Jari; Nordhausen, K.; Taskinen, Sara

Parent publication: CDAM 2016 : Proceedings of the XI International Conference on Computer Data Analysis and Modeling

Parent publication editors: Aivazian, S.; Filzmoser, P.; Kharin, Y.

ISBN: 978-985-553-366-6

Publication year: 2016

Pages range: 30-37

Publisher: Belarusian State University Publishing House

Publication country: Belarus

Publication language: English

Publication open access: Not open

Publication channel open access: 

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/57074

Additional information: CDAM 2016 : 11th International Conference COMPUTER DATA ANALYSIS & MODELING 2016 Theoretical & Applied Stochastics, September, 6-10, 2016, Minsk, Belarus

Free keywords: blind source separation; GARCH model; nonlinear autocorrelation; multivariate time series

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2016

JUFO rating: 0