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Long memory in economics
Kirman, A, Teyssière, Gille · Berlin : Springer, 2007
- Publisher
- Berlin : Springer, 2007
- Physical description
- 389 pages
- ISBN
- 354022694X
- Dewey classification
- 339.015118
- Language
- English
Digital copy
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Catalogue record
| Field | Value |
|---|---|
| 001Control number | 25979 |
| 003Control number identifier | OCoLC |
| 005Date and time of latest transaction | 16 Jun 2016, 16:24 |
| 008Fixed-length data elements | 061106s2007 gw a b 000 0 eng d |
| 020International Standard Book Number (ISBN) | 354022694X |
| 040Cataloging source |
|
| 041Language code | eng |
| 082Dewey Decimal call number | 339.015118 L84 |
| 084Other classification number | 83.03 bcl |
| 245Title statement | Long memory in economics / Gilles Teyssière, Alan P. Kirman, editors |
| 260Publication, distribution, etc. (imprint) | Berlin : Springer, 2007 |
| 300Physical description | xii, 389 p. : ill. ; 24 cm |
| 500General note | "With 116 figures and 50 tables"--T.p |
| 650Subject added entry – topical term |
|
| 700Added entry – personal name |
|
| 999Collection | Downloads |
=001 25979=003 OCoLC=005 20160616162425.8=008 061106s2007 gw a b 000 0 eng d=020 \\$a354022694X=040 \\$aIUP $cIUP $dHUA=040 \\$aIUP $cIUP $dHUA $dOrLoB-B=041 ##$aeng=082 \\$a339.015118 $bL84=084 \\$a83.03 $2bcl=093 \\$aHA30.3 $b.L66 2007=245 00$aLong memory in economics / $cGilles Teyssière, Alan P. Kirman, editors=260 \\$aBerlin : $bSpringer, $c2007=300 \\$axii, 389 p. : $bill. ; $c24 cm=500 \\$a"With 116 figures and 50 tables"--T.p=650 \\$aMacroeconomics $xMathematical models=650 \\$aTime-series analysis=700 .\$aKirman, A.=700 \1$aTeyssière, Gille=970 .\$tRecent advances in ARCH modelling $cLiudas Giraitis $fGiraitis, Liudas $cRemigijus Leipus $fLeipus, Remigijus $cDonatas Surgailis $fSurgailis, Donatas=970 1\$tA minimal noise trader model with realistic time series properties $cSimone Alfarano $fAlfarano, Simone $cThomas Lux $fLux, Thomas $p3=970 3\$tIntermittency, long-memory and financial returns $cRaj Bhansali $fBhansali, Raj $cMark P. Holland $fHolland, Mark P. $cPiotr S. Kokoszka $fKokoszka, Piotr S.=970 3\$tPrediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approximation to the Durbin-Levinson algorithm $cDjalil Kateb $fKateb, Djalil $cAbdellatif Seghier $fSeghier, Abdellatif $cGilles Teyssiere $fTeyssiere, Gilles $p2=970 5\$tLong memory and hysteresis $cChristian de Peretti $fde Peretti, Christian $p3=970 5\$tVolatility clustering in financial markets : empirical facts and agent-based models $cRama Cont $fCont, Rama $p2=970 7\$tWavelet analysis of nonlinear long-range dependent processes. Applications to financial time series $cGilles Teyssiere $fTeyssiere, Gilles $cPatrice Abry $fAbry, Patrice $p1=970 9\$tA nonlinear structured model for volatility clustering $cAndrea Gaunersdorfer $fGaunersdorfer, Andrea $cCars Hommes $fHommes, Cars $p2=970 9\$tAdaptive detection of multiple change - points in asset price volatility $cMarc Lavielle $fLavielle, Marc $cGilles Teyssiere $fTeyssiere, Gilles $p1=970 9\$tBandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory $cMarc Henry $fHenry, Marc $p1=970 9\$tHolderian invariance principles and some applications for testing epidemic changes $cAlfredas Rackauskas $fRackauskas, Alfredas $cCharles Suquet $fSuquet, Charles $p1=970 9\$tThe microeconomic foundations of instability in financial markets $cAlan Kirman $fKirman, Alan $p3=970 9\$tThe spectrum of Euro-dollar $cVincent Brousseau $fBrousseau, Vincent=LDR 02853cam a2200445Ia 4500