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Long memory in economics

Long memory in economics

자료유형
단행본
개인저자
Teyssiere, Gilles Kirman, A. P
서명 / 저자사항
Long memory in economics / [edited by] Gilles Teyssiere, Alan P. Kirman.
발행사항
Berlin :   Springer ,   c2007.  
형태사항
xii, 389 p. : ill. ; 24 cm.
ISBN
354022694X (hardcover : alk. paper)
서지주기
Includes bibliographical references.
일반주제명
Economics.
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008 060920s2007 gw a b 000 0 eng d
020 ▼a 354022694X (hardcover : alk. paper)
020 ▼z 978540226949
035 ▼a (KERIS)BIB000010683290
040 ▼d 211046 ▼d 211046 ▼d 244002
082 0 4 ▼a 330 ▼2 22
090 ▼a 330 ▼b L849
245 0 0 ▼a Long memory in economics / ▼c [edited by] Gilles Teyssiere, Alan P. Kirman.
260 ▼a Berlin : ▼b Springer , ▼c c2007.
300 ▼a xii, 389 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references.
650 0 ▼a Economics.
700 1 ▼a Teyssiere, Gilles
700 1 ▼a Kirman, A. P

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실/ 청구기호 330 L849 등록번호 151215741 도서상태 대출가능 반납예정일 예약 서비스 C

컨텐츠정보

목차

Statistical Methods.- Recent Advances in ARCH Modelling.- Intermittency, Long-Memory and Financial Returns.- The Spectrum of Euro-Dollar.- Holderian 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.


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