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The microeconomic foundations of instability in financial markets
Kirman, Alan P. - In: Long memory in economics : with 50 tables, (pp. 311-344). 2006
Persistent link: https://www.econbiz.de/10003375653
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Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc; Teyssière, Gilles - In: Long memory in economics : with 50 tables, (pp. 129-156). 2006
Persistent link: https://www.econbiz.de/10003375597
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Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles; Abry, Patrice - In: Long memory in economics : with 50 tables, (pp. 173-238). 2006
Persistent link: https://www.econbiz.de/10003375645
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Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil; Seghier, Abdellatif; Teyssière, Gilles - In: Long memory in economics : with 50 tables, (pp. 239-261). 2006
Persistent link: https://www.econbiz.de/10003375646