Long memory and hysteresis

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Long memory in economics
1. Verfasser:	Peretti, Christian de (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:	Agentenbasierte Modellierung > Zeitreihenanalyse > Hysterese > Mean Reversion > Statistischer Test > Monte-Carlo-Simulation > Theorie > Aufsatz im Buch
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Recent advances in ARCH modelling	2006	Giraitis, Liudas
Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory	2006	Henry, Marc
A nonlinear structural model for volatility clustering	2006	Gaunersdorfer, Andrea
A minimal noise trader model with realistic time series properties	2006	Alfarano, Simone
Intermittency, long-memory and financial returns	2006	Bhansali, Raj
Hölderian invariance principles and some applications for testing epidemic changes	2006	Račkauskas, Alfredas Ju.
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series	2006	Teyssière, Gilles
Long memory and hysteresis	2006	Peretti, Christian de
The spectrum of euro-dollar	2006	Brousseau, Vincent
Adaptive detection of multiple change-points in asset price volatility	2006	Lavielle, Marc
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm	2006	Kateb, Djalil
Volatility clustering in financial markets : empirical facts and agent-based models	2006	Cont, Rama
The microeconomic foundations of instability in financial markets	2006	Kirman, Alan P.