02259nam0 2200445 i 450 VAN0011396620250604043949.103N978443155276520180124d2015 |0itac50 baengJP|||| |||||Indexation and causation of financial marketsnonstationary time series analysis methodYoko Tanokura, Genshiro Kitagawa[Tokyo]Springer2015X, 103 p.ill.24 cm001VAN001139682001 SpringerBriefs in Statistics. JSS research series in statistics210 Berlin [etc.]Springer2015-VAN00235063Indexation and causation of financial markets : nonstationary time series analysis method244060262P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91B84Economic time series analysis [MSC 2020]VANC030773MF91G10Portfolio theory [MSC 2020]VANC031365MF91G70Statistical methods; risk measures [MSC 2020]VANC030929MFFinancial marketsKW:KNon-GaussianKW:KNonstationarityKW:KState-space modelingKW:KTime seriesKW:KTime-varying systemKW:KTokyoVANL000048TanokuraYokoVANV088048755706KitagawaGenshiroVANV088049442020Springer <editore>VANV108073650ITSOL20250606RICAhttp://dx.doi.org/10.1007/978-4-431-55276-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00113966BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 0249 08eMF249 20180124 Indexation and causation of financial markets : nonstationary time series analysis method2440602UNICAMPANIA