Long Memory in Economics

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Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on

Equilibrium, Markets and Dynamics

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This book contains essays in honour of Claus Weddepohl who, after 22 years, is retiring as professor of mathematical economics at the Department of Quantitative

Dependence in Probability and Statistics

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This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic syst

XploRe® - Application Guide

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This book offers a detailed application guide to XploRe - an interactive statistical computing environment. As a guide it contains case studies of real data ana

Dependence in Probability and Statistics

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This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov ch