Téléchargez le livre : Long Memory in Economics

Long Memory in Economics

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Éditeur :

Springer


Paru le : 2006-09-22

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Description


About this book
When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic and financial variables, compared to standard LRD processes, becomes apparent. In order to get a better understanding of the behaviour of some economic variables, the book assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes., mathematical literature on the stochastic processes involved., models from economic theory providing plausible micro foundations for the occurence of long memory in economics. Each chapter of the book will give a comprehensive survey of the state of the art and the directions that future developments are likely to take. Taken as a whole the book provides an overview of LRD processes which is accessible to economists, econometricians and statisticians.
Written for:
Economists, econometricians, and statisticians interested in the study of long memory in economics
Keywords:

Long Memory
Long Range Dependent Processes
Market Interaction
Volatility
Pages
389 pages
Collection
n.c
Parution
2006-09-22
Marque
Springer
EAN papier
9783540226949
EAN PDF
9783540346258
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
38
Taille du fichier
4628 Ko
Prix
94,94 €

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