[原创]Springer ebook1-Long Memory in Economics

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Long Memory in Economics

Teyssière, Gilles; Kirman, Alan P. (Eds.)

2007, XII, 390 p., 116 illus., Hardcover

ISBN: 978-3-540-22694-9

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

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[原创]Springer ebook-Long Memory in Economics
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关键词：Economics Economic Springer Spring memory Economics Springer memory 原创

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Long Memory 到底包含哪些内容，有人能总结一下吗？