Long Memory in Economics
Contributors: Gilles Teyssière (Editor); Alan P. Kirman (Editor)
Edition: 1 edition
Publisher: Springer
Published: September 14, 2006
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9783540226949
Subjects: Economic theory & philosophy; Probability & statistics; Business/Economics; Business & Economics; Business / Economics / Finance; Economics - General; Long Memory; Long Range Dependent Processes; Market Interaction; Mathematics / Game Theory; Volatility; Statistics; Equilibrium (Economics); Macroeconomics; Mathematical models; Time-series analysis
First sentence: Econometric modelling of financial data received a broad interest in the last 20 years and the literature on ARCH and related models is vast.