Long Memory in Economics

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Book Chapters

The following chapters of this book are listed in IDEAS

• Liudas Giraitis & Remigijus Leipus & Donatas Surgailis, 2007. "Recent Advances in ARCH Modelling," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 3-38, Springer.
• Raj Bhansali & Mark P. Holland & Piotr S. Kokoszka, 2007. "Intermittency, Long-Memory and Financial Returns," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 39-68, Springer.
• Vincent Brousseau, 2007. "The Spectrum of Euro-Dollar," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 69-107, Springer.
• Alfredas Račkauskas & Charles Suquet, 2007. "Hölderian Invariance Principles and Some Applications for Testing Epidemic Changes," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 109-128, Springer.
• Marc Lavielle & Gilles Teyssière, 2007. "Adaptive Detection of Multiple Change-Points in Asset Price Volatility," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 129-156, Springer.
• Marc Henry, 2007. "Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 157-172, Springer.
• Gilles Teyssière & Patrice Abry, 2007. "Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 173-238, Springer.
• Djalil Kateb & Abdellatif Seghier & Gilles Teyssière, 2007. "Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 239-261, Springer.
• Andrea Gaunersdorfer & Cars Hommes, 2007. "A Nonlinear Structural Model for Volatility Clustering," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 265-288, Springer.
• Rama Cont, 2007. "Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 289-309, Springer.
• Alan Kirman, 2007. "The Microeconomic Foundations of Instability in Financial Markets," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 311-344, Springer.
• Simone Alfarano & Thomas Lux, 2007. "A Minimal Noise Trader Model with Realistic Time Series Properties," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 345-361, Springer.
• Christian Peretti, 2007. "Long Memory and Hysteresis," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 363-389, Springer.

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