Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
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| Autore: |
Tanokura, Yoko
|
| Titolo: |
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
|
| Pubblicazione: | [Tokyo], : Springer, 2015 |
| Titolo uniforme: | Indexation and causation of financial markets : nonstationary time series analysis method |
| Descrizione fisica: | X, 103 p. : ill. ; 24 cm |
| Soggetto topico: | 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | |
| 91B84 - Economic time series analysis [MSC 2020] | |
| 91G10 - Portfolio theory [MSC 2020] | |
| 91G70 - Statistical methods; risk measures [MSC 2020] | |
| Soggetto non controllato: | Financial markets |
| Non-Gaussian | |
| Nonstationarity | |
| State-space modeling | |
| Time series | |
| Time-varying system | |
| Altri autori: |
Kitagawa, Genshiro
|
| Titolo autorizzato: | Indexation and causation of financial markets : nonstationary time series analysis method |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN00113966 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-4-431-55276-5 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Statistics. JSS research series in statistics Berlin [etc.] . -Springer , 2015-