Long Memory in Economics

Edited by Gilles Teyssière and Alan Kirman

in Springer Books from Springer

Date: 2007
ISBN: 978-3-540-34625-8
References: Add references at CitEc
Citations: View citations in EconPapers (110)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Recent Advances in ARCH Modelling

Liudas Giraitis, Remigijus Leipus and Donatas Surgailis

Intermittency, Long-Memory and Financial Returns

Raj Bhansali, Mark P. Holland and Piotr S. Kokoszka

The Spectrum of Euro-Dollar

Vincent Brousseau

Hölderian Invariance Principles and Some Applications for Testing Epidemic Changes

Alfredas Račkauskas and Charles Suquet

Adaptive Detection of Multiple Change-Points in Asset Price Volatility

Marc Lavielle and Gilles Teyssière

Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory

Marc Henry

Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series

Gilles Teyssière and Patrice Abry

Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm

Djalil Kateb, Abdellatif Seghier and Gilles Teyssière

A Nonlinear Structural Model for Volatility Clustering

Andrea Gaunersdorfer and Cars Hommes

Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models

Rama Cont

The Microeconomic Foundations of Instability in Financial Markets

Alan Kirman

A Minimal Noise Trader Model with Realistic Time Series Properties

Simone Alfarano and Thomas Lux

Long Memory and Hysteresis

Christian Peretti

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-540-34625-8

Ordering information: This item can be ordered from
http://www.springer.com/9783540346258

DOI: 10.1007/978-3-540-34625-8

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().