In this paper we propose a new bootstrap, or Monte-Carlo, approach to such problems. Traditional bootstrap methods in this context are based on fitting a process chosen from a wide but relatively conventional range of discrete time series models, including autoregressions, moving averages,...

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Frontmatter -- Contents -- List of Contributors -- Preface -- 1. Introduction -- 2. The Spread of Keynesian Doctrines and Practices in the United States -- 3. Ideas and Politics: The Acceptance of Keynesianism in Britain and the United States -- 4. Keynesian Politics: The Political Sources of...