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2001, ISBN: 9783540226949
[ED: Gebundene Ausgabe], [PU: Springer], Gebraucht - Sehr gut sg - ungelesenes mängelexemplar, gestempelt, mit leichten lagerspuren - Long rangedependent, or long memory,time seriesaresta… mais…
2007, ISBN: 9783540226949
389 S. Hardcover/Pappeinband Like new. Shrink wrapped. / Wie neu. In Folie verschweißt. Versandkostenfreie Lieferung invariance, financial markets, volatility, calculus, statistical theor… mais…
2007
ISBN: 354022694X
Long Memory in Economics ab 138.99 € als gebundene Ausgabe: Auflage 2007. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, Springer Berlin Heidelberg
2006, ISBN: 9783540226949
Buch, Hardcover, 2007, [PU: Springer Berlin], Springer Berlin, 2006
ISBN: 9783540226949
389 S. Hardcover/Pappeinband, [PU: Springer, Berlin/Heidelberg]
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Dados detalhados do livro - Long Memory in Economics
EAN (ISBN-13): 9783540226949
ISBN (ISBN-10): 354022694X
Livro de capa dura
Ano de publicação: 2006
Editor/Editora: Springer Berlin
Livro na base de dados desde 2007-06-12T14:55:14-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-07-13T14:12:51-03:00 (Sao Paulo)
Número ISBN/EAN: 9783540226949
Número ISBN - Ortografia alternativa:
3-540-22694-X, 978-3-540-22694-9
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: gilles, kirman, teyssiere, teyssie, gill, teyssié
Título do livro: long, mem memory, economics, economic
Dados da editora
Autor: Gilles Teyssière; Alan P. Kirman
Título: Long Memory in Economics
Editora: Springer; Springer Berlin
389 Páginas
Ano de publicação: 2006-08-02
Berlin; Heidelberg; DE
Língua: Inglês
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
Available
XII, 389 p.
BB; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Wirtschaftstheorie und -philosophie; Verstehen; Long Memory; Stochastic Processes; Variance; agents; algorithms; calculus; economics; financial markets; instability; invariance; modeling; statistical method; statistical theory; time series; volatility; Quantitative Economics; Game Theory; Statistics in Business, Management, Economics, Finance, Insurance; Econometrics; Spieltheorie; Wahrscheinlichkeitsrechnung und Statistik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Ökonometrie und Wirtschaftsstatistik; EA; BC
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.Comprehensive survey of the state of the art and of future developments in long memory analysis Combination of statistical, mathematical, and economic research in the field Includes supplementary material: sn.pub/extras
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