LEADER 02246nam0 2200445 i 450 001 VAN0113966 005 20230705122359.978 017 70$2N$a9784431552765 100 $a20180124d2015 |0itac50 ba 101 $aeng 102 $aJP 105 $a|||| ||||| 200 1 $aIndexation and causation of financial markets$enonstationary time series analysis method$fYoko Tanokura, Genshiro Kitagawa 210 $a[Tokyo]$cSpringer$d2015 215 $aX, 103 p.$cill.$d24 cm 410 1$1001VAN0113968$12001 $aSpringerBriefs in Statistics. JSS research series in statistics$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0235063$aIndexation and causation of financial markets : nonstationary time series analysis method$92440602 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 606 $a62P05$xApplications of statistics to actuarial sciences and financial mathematics [MSC 2020]$3VANC030682$2MF 606 $a91B84$xEconomic time series analysis [MSC 2020]$3VANC030773$2MF 606 $a91G70$xStatistical methods; risk measures [MSC 2020]$3VANC030929$2MF 606 $a91G10$xPortfolio theory [MSC 2020]$3VANC031365$2MF 610 $aFinancial markets$9KW:K 610 $aNon-Gaussian$9KW:K 610 $aNonstationary$9KW:K 610 $aState-space modeling$9KW:K 610 $aTime series$9KW:K 610 $aTime-varying system$9KW:K 620 $dTokyo$3VANL000048 700 1$aTanokura$bYoko$3VANV088048$0755706 701 1$aKitagawa$bGenshiro$3VANV088049$0442020 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240405$gRICA 856 4 $uhttp://dx.doi.org/10.1007/978-4-431-55276-5$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0113966 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0249 $e08eMF249 20180124 996 $aIndexation and causation of financial markets : nonstationary time series analysis method$92440602 997 $aUNICAMPANIA