Long Memory in Economics
Contributor(s): Teyssi�re, Gilles [editor.1 ] | [editor.2 ].
Material type:
BookBerlin, Heidelberg : Springer Berlin Heidelberg, 2007. Description: XII, 389 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783540346258.Subject(s): Game theory. 0 | Statistics. 0 | Economic theory. 0 | Econometrics.14 | Economics.24 | Economic Theory/Quantitative Economics/Mathematical Methods.24 | Game Theory, Economics, Social and Behav. Sciences.24 | Statistics for Business/Economics/Mathematical Finance/Insurance.24 | Econometrics.1DDC classification: 330.1 | Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| PK Kelkar Library, IIT Kanpur | Available | EBKS0007033 |
Statistical Methods -- Recent Advances in ARCH Modelling -- Intermittency, Long-Memory and Financial Returns -- The Spectrum of Euro-Dollar -- H�lderian Invariance Principles and Some Applications for Testing Epidemic Changes -- Adaptive Detection of Multiple Change-Points in Asset Price Volatility -- Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory -- Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series -- Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm -- Economic Models -- A Nonlinear Structural Model for Volatility Clustering -- Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models -- The Microeconomic Foundations of Instability in Financial Markets -- A Minimal Noise Trader Model with Realistic Time Series Properties -- Long Memory and Hysteresis. 0
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