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Long Memory in Economics

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

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Table of contents (13 chapters)

  • Recent Advances in ARCH Modelling

    Giraitis, Liudas (et al.)

    Pages 3-38

  • Intermittency, Long-Memory and Financial Returns

    Bhansali, Raj (et al.)

    Pages 39-68

  • The Spectrum of Euro-Dollar

    Brousseau, Vincent

    Pages 69-107

  • Hölderian Invariance Principles and Some Applications for Testing Epidemic Changes

    Račkauskas, Alfredas (et al.)

    Pages 109-128

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

    Lavielle, Marc (et al.)

    Pages 129-156

Buy this book

eBook $119.00
price for USA in USD (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 $159.99
price for USA in USD
  • ISBN 978-3-540-22694-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.99
price for USA in USD
  • ISBN 978-3-642-06154-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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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