175 years of Springer publishing +++ Through June 30: 50% off Physics & Astronomy Books

Long Memory in Economics

Editors: Teyssière, Gilles, Kirman, Alan P. (Eds.)

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-3-540-34625-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-3-540-22694-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
price for USA
  • ISBN 978-3-642-06154-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

Table of contents (4 chapters)

  • Adaptive Detection of Multiple Change-Points in Asset Price Volatility

    Marc Lavielle, Gilles Teyssière

    Pages 129-156

  • A Nonlinear Structural Model for Volatility Clustering

    Andrea Gaunersdorfer, Cars Hommes

    Pages 265-288

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

    Rama Cont

    Pages 289-309

  • Long Memory and Hysteresis

    Christian de Peretti

    Pages 363-389

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-3-540-34625-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-3-540-22694-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
price for USA
  • ISBN 978-3-642-06154-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Long Memory in Economics
Editors
  • Gilles Teyssière
  • Alan P. Kirman
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-34625-8
DOI
10.1007/978-3-540-34625-8
Hardcover ISBN
978-3-540-22694-9
Softcover ISBN
978-3-642-06154-7
Edition Number
1
Number of Pages
XII, 389
Topics