Indexation and causation of financial markets : nonstationary time series analysis method

Author(s)

• Tanokura, Yoko
• 北川, 源四郎 キタガワ, ゲンシロウ
• 国友, 直人 クニトモ, ナオト
• 竹村, 彰通 タケムラ, アキミチ

Bibliographic Information

Indexation and causation of financial markets : nonstationary time series analysis method

Yoko Tanokura, Genshiro Kitagawa

（Springer Briefs in statistics, . JSS research series in statistics / editors-in-chief, Naoto Kunitomo, Akimichi Takemura）

Springer, c2015

• : [pbk.]

Note

"Japan Statistical Society"--P. [1] of cover

Includes bibliographical references and index

Details

• NCID: BB20570137
• ISBN:
  • 9784431552758
• LCCN: 2015959580
• Country Code: xx
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [S.l.]
• Pages/Volumes: x, 103 p.
• Size: 24 cm
• Classification:
  • DC23 : 332.6
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BB07235149