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  • Yoko Tanokura; Genshiro Kitagawa
    978-4-431-55276-5
    2015
    Edition 1
    • Provides a method of analysis for nonstationary non-Gaussian multivariate time series
    • Develops a means of constructing an index for financial time series
    • Explains a practical statistical technique for global investment management
    • Includes supplementary material: sn.pub/extras
    €100 €90
    10% OFF

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