Titlebook: Indexation and Causation of Financial Markets; Yoko Tanokura,Genshiro Kitagawa Book 2015 The Author(s) 2015 Financial market.Non-Gaussian.

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FER

Method for Constructing a Distribution-Free Index,with time-varying variations around the mean value, and a time series with both a moving mean value and changing waveforms around the mean value. First, we briefly review nonstationary time series modeling, such as trend estimation, time-varying variance modeling, seasonal adjustment modeling, and n

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GEST

Application to Financial and Economic Time Series Data,ontributions. Highlighting the current sequential financial crises, the applications focus primarily on credit default swap (CDS) markets, which often have heavy-tailed spread distributions. The first application detects that the European debt crisis has already spilled over worldwide in terms of so

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https://doi.org/10.1007/978-4-431-55276-5Financial market; Non-Gaussian; Nonstationary; State-space modeling; Time series; Time-varying system

libertine

Detonate

西瓜

Indexation and Causation of Financial Markets978-4-431-55276-5Series ISSN 2191-544X Series E-ISSN 2191-5458

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命令变成大炮