Table of Contents: Long Memory in Economics

Corporate Author:	SpringerLink (Online service)
Other Authors:	Teyssière, Gilles. (Editor, http://id.loc.gov/vocabulary/relators/edt), Kirman, Alan P. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edition:	1st ed. 2007.
Subjects:	Economic theory. Game theory. Statistics . Econometrics. Economic Theory/Quantitative Economics/Mathematical Methods. Game Theory, Economics, Social and Behav. Sciences. Statistics for Business, Management, Economics, Finance, Insurance.
Online Access:	https://doi.org/10.1007/978-3-540-34625-8

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.