01729nam0 2200361 i 450 SUN011396620180126015541.3210.00N978-4-431-55276-520180124d2015 |0engc50 baengJP|||| |||||*Indexation and causation of financial marketsnonstationary time series analysis methodYoko Tanokura, Genshiro Kitagawa[Tokyo] : Springer, 2015X103 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN01139682001 *SpringerBriefs in Statistics. JSS research series in statistics210 BerlinSpringer.91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]MFSUNC02560162P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]MFSUNC03068291B84Economic time series analysis [MSC 2020]MFSUNC03077391G70Statistical methods; risk measures [MSC 2020]MFSUNC03092991G10Portfolio theory [MSC 2020]MFSUNC031365TokyoSUNL000048Tanokura, YokoSUNV088048755706Kitagawa, GenshiroSUNV088049442020SpringerSUNV000178650ITSOL20210503RICAhttp://dx.doi.org/10.1007/978-4-431-55276-5SUN0113966UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0249 08eMF249 20180124 Indexation and causation of financial markets1522869UNICAMPANIA