Long Memory in Economics edited by Gilles Teyssière, Alan P. Kirman.

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Teyssière, Gilles (Editor), Kirman, Alan P. (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edition:	1st ed. 2007.
Series:	Springer eBook Collection.
Subjects:	Economic theory. Game theory. Statistics . Econometrics. Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

Table of Contents:

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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