Long Memory in Economics
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Published By Springer Berlin Heidelberg

9783540226949
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Long Memory and Hysteresis

2007 ◽  
pp. 363-389
Author(s):  
Christian de Peretti
Keyword(s):  
Long Memory

scholarly journals A Minimal Noise Trader Model with Realistic Time Series Properties

2006 ◽  
pp. 345-361 ◽  
Author(s):  
Simone Alfarano ◽  
Thomas Lux
Keyword(s):  
Time Series ◽  
Noise Trader

scholarly journals Recent Advances in ARCH Modelling

2006 ◽  
pp. 3-38 ◽  
Author(s):  
Liudas Giraitis ◽  
Remigijus Leipus ◽  
Donatas Surgailis
Keyword(s):  
Recent Advances

The Spectrum of Euro-Dollar

2006 ◽  
pp. 69-107
Author(s):  
Vincent Brousseau

Intermittency, Long-Memory and Financial Returns

2006 ◽  
pp. 39-68
Author(s):  
Raj Bhansali ◽  
Mark P. Holland ◽  
Piotr S. Kokoszka
Keyword(s):  
Long Memory ◽  
Financial Returns

scholarly journals A Nonlinear Structural Model for Volatility Clustering

2006 ◽  
pp. 265-288 ◽  
Author(s):  
Andrea Gaunersdorfer ◽  
Cars Hommes
Keyword(s):  
Structural Model ◽  
Volatility Clustering ◽  
Nonlinear Structural
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