| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNICAMPANIAVAN0113966 |
|
|
Autore |
Tanokura, Yoko |
|
|
Titolo |
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
[Tokyo], : Springer, 2015 |
|
|
|
|
|
|
|
Titolo uniforme |
Indexation and causation of financial markets : nonstationary time series analysis method |
|
|
|
|
|
|
|
Descrizione fisica |
|
|
|
|
|
|
Altri autori (Persone) |
|
|
|
|
|
|
Soggetti |
|
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
91B84 - Economic time series analysis [MSC 2020] |
91G70 - Statistical methods; risk measures [MSC 2020] |
91G10 - Portfolio theory [MSC 2020] |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
| |