scientific article; zbMATH DE number 6431341

MaRDI QIDQ5248176zbMATH OpenFDO

Authors Ryo Kinoshita, Kosuke Oya

Publication date 27 April 2015

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(4)

• Causalities of the Taiwan stock market
• Elimination of third-series effect and defining partial measures of causality
• Change detection and the causal impact of the yield curve
• Causal measurability in chronological spaces

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