Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
Autore | Tanokura, Yoko |
Pubbl/distr/stampa | [Tokyo], : Springer, 2015 |
Descrizione fisica | X, 103 p. : ill. ; 24 cm |
Altri autori (Persone) | Kitagawa, Genshiro |
Soggetto topico |
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] |
Soggetto non controllato |
Financial markets
Non-Gaussian Nonstationary State-space modeling Time series Time-varying system |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113966 |
Tanokura, Yoko | ||
[Tokyo], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Multivariate Reduced-Rank Regression : Theory, Methods and Applications / Gregory C. Reinsel, Raja P. Velu, Kun Chen |
Autore | Reinsel, Gregory C. |
Edizione | [2. ed] |
Pubbl/distr/stampa | New York, : Springer, 2022 |
Descrizione fisica | xxi, 411 p. : ill. ; 24 cm |
Altri autori (Persone) |
Chen, Kun
Velu, Raja P. |
Soggetto non controllato |
Generalized reduced-rank regression
High-dimensional reduced-rank regression Low-rank regression methods Mixed data Multivariate Analysis Non-Gaussian Sparse regression methods Tensor data |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0278540 |
Reinsel, Gregory C. | ||
New York, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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