1. Dynamically Measuring Statistical Dependencies in Multivariate Financial Time Series Using Independent Component Analysis. (2nd June 2013) Authors: Shah, Nauman; Roberts, Stephen J. Other Names: Krzyzak A. Academic Editor.; Kuo C.-M. Academic Editor.; Kwong S. Academic Editor.; Liu W. Academic Editor.; Perez-Cruz F. Academic Editor. Journal: ISRN signal processing Issue: Volume 2013(2013) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗