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Long Memory in Economics

Overview of attention for book
Cover of 'Long Memory in Economics'

Table of Contents

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    Book Overview
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    Chapter 1 Recent Advances in ARCH Modelling
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    Chapter 2 Long Memory in Economics
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    Chapter 3 The Spectrum of Euro-Dollar
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    Chapter 4 Hölderian Invariance Principles and Some Applications for Testing Epidemic Changes
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    Chapter 5 Adaptive Detection of Multiple Change-Points in Asset Price Volatility
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    Chapter 6 Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
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    Chapter 7 Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series
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    Chapter 8 Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm
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    Chapter 9 A Nonlinear Structural Model for Volatility Clustering
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    Chapter 10 Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
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    Chapter 11 The Microeconomic Foundations of Instability in Financial Markets
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    Chapter 12 A Minimal Noise Trader Model with Realistic Time Series Properties
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    Chapter 13 Long Memory and Hysteresis
Attention for Chapter 7: Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series
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