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02569nam a22004695i 4500 |
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978-3-540-34625-8 |
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DE-He213 |
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20151204190934.0 |
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cr nn 008mamaa |
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100301s2007 gw | s |||| 0|eng d |
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|a 9783540346258
|9 978-3-540-34625-8
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|a 10.1007/978-3-540-34625-8
|2 doi
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|d GrThAP
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|a HB1-846.8
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|a KCA
|2 bicssc
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|a BUS069030
|2 bisacsh
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|a 330.1
|2 23
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|a Long Memory in Economics
|h [electronic resource] /
|c edited by Gilles Teyssière, Alan P. Kirman.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2007.
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| 300 |
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|a XII, 389 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
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|a text file
|b PDF
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|a Statistical Methods -- Recent Advances in ARCH Modelling -- Intermittency, Long-Memory and Financial Returns -- The Spectrum of Euro-Dollar -- Hölderian 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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| 650 |
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|a Game theory.
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| 650 |
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|a Statistics.
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| 650 |
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|a Economic theory.
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| 650 |
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|a Econometrics.
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| 650 |
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4 |
|a Economics.
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| 650 |
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|a Economic Theory/Quantitative Economics/Mathematical Methods.
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| 650 |
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4 |
|a Game Theory, Economics, Social and Behav. Sciences.
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| 650 |
2 |
4 |
|a Statistics for Business/Economics/Mathematical Finance/Insurance.
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| 650 |
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4 |
|a Econometrics.
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| 700 |
1 |
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|a Teyssière, Gilles.
|e editor.
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| 700 |
1 |
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|a Kirman, Alan P.
|e editor.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783540226949
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-540-34625-8
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SBE
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| 950 |
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|a Business and Economics (Springer-11643)
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