Indexation and Causation of Financial Markets
Nonstationary Time Series Analysis Method

目 次


1  Introduction
2  Method for Constructing Distirbution-Free Index
3  Power Contribution Analysis of a Multivariate Feedback System
4  Application to Financial and Econimic Time Series Data

Yoko Tanokura and Genshiro Kitagawa
Springer Brief in Statistics, 2016
ISBN 978-4-431-55275-8 (Print)
ISBN 978-4-431-55276-5 (Online) 

Last modified February 8, 2016