Nonlinear Dynamics and Economics: Proceedings of the Tenth International Symposium in Economic Theory and Econometrics: International Symposia in Economic Theory and Econometrics, cartea 10
Autor William A. Barnett, Alan P. Kirman, Mark Salmonen Limba Engleză Hardback – 27 oct 1996
Din seria International Symposia in Economic Theory and Econometrics
- 9% Preț: 627.00 lei
- 9% Preț: 591.82 lei
- 9% Preț: 592.00 lei
- 23% Preț: 1179.58 lei
- 23% Preț: 1050.87 lei
- 23% Preț: 1097.53 lei
- 23% Preț: 1098.27 lei
- 23% Preț: 827.67 lei
- 23% Preț: 1052.31 lei
- 19% Preț: 668.43 lei
- 19% Preț: 661.66 lei
- 23% Preț: 794.44 lei
- 23% Preț: 803.18 lei
- 23% Preț: 669.20 lei
- 23% Preț: 757.86 lei
- 23% Preț: 854.29 lei
- 23% Preț: 1174.67 lei
- Preț: 407.16 lei
- Preț: 442.51 lei
- 11% Preț: 456.50 lei
- 23% Preț: 1186.12 lei
- 23% Preț: 1045.49 lei
- Preț: 335.39 lei
- Preț: 434.48 lei
- Preț: 319.62 lei
- Preț: 426.70 lei
- Preț: 355.79 lei
- Preț: 428.61 lei
- Preț: 320.16 lei
- Preț: 425.45 lei
Preț: 676.24 lei
Preț vechi: 786.32 lei
-14% Nou
Puncte Express: 1014
Preț estimativ în valută:
129.42€ • 134.43$ • 107.50£
129.42€ • 134.43$ • 107.50£
Carte tipărită la comandă
Livrare economică 03-17 februarie 25
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9780521471411
ISBN-10: 0521471419
Pagini: 422
Ilustrații: 138 b/w illus. 64 tables
Dimensiuni: 162 x 236 x 28 mm
Greutate: 0.76 kg
Ediția:New.
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria International Symposia in Economic Theory and Econometrics
Locul publicării:New York, United States
ISBN-10: 0521471419
Pagini: 422
Ilustrații: 138 b/w illus. 64 tables
Dimensiuni: 162 x 236 x 28 mm
Greutate: 0.76 kg
Ediția:New.
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria International Symposia in Economic Theory and Econometrics
Locul publicării:New York, United States
Cuprins
Part I. Instability in Economic Theory: 1. Chaotic dynamics in overlapping generations models with production Alfredo Medio and Giorgio Negroni; 2. 'Evolutionary chaos': growth fluctuations in a Schumpeterian model of creative destruction Gerald Silverberg and Doris Lehnert; Part II. Nonlinearity in Financial Markets: 3. On the detection of nonlinearity in foreign exchange data Mark Salmon and Paolo Guarda; 4. Chaos and nonlinear dynamics in future markets Apostolos Serletis and Paul Dormaar; 5. Continuous-time chaos in stock market dynamics Kehong Wen; Part III. Tests for Nonlinearity and Chaos: 6. An experimental design to compare tests of nonlinearity and chaos William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen Jungeilges, Daniel Kaplan, and Mark J. Jensen; 7. Testing time series for nonlinearities: the BDS approach W. D. Dechert; 8. Searching for non-linearity in mean and variance Ted Jaditz and Chera Sayers; 9. Operational characteristics of White's test for neglected nonlinearities J. A. Jungeilges; 10. On time series, stochastic and chaotic Thomas J. Taylor; 11. Linearity testing and nonlinear modelling of economic time series Timo Teräsvirta; Part IV. Frequency Domain Methods and Nonlinear Business Cycles: 12. On the importance of being nonlinear: a frequency-domain approach to nonlinear model identification and estimation Richard Ashley and Douglas Patterson; 13. Trends, shocks, persistent cycles in evolving economy: business cycle measurement in time-frequency representation Ping Chen; 14. International evidence of business cycle nonlinearity Philip Rothman; Part V. Nonlinear Prediction and Forecasting: 15. Local Lyapunov exponents: predictability depends on where you are Barbara A. Bailey; 16. Forecasting realignments: the case of the French franc in the ERM Bruce Mizrach; 17. Daily returns in international stock markets: predictability, nonlinearity, and transaction costs Steve Satchell and Allan Timmermann; 18. Nonparametric forecasts of gold rates of return Thanasis Stengos.
Recenzii
'… this is an excellent collection of articles, and should be of great interest to both economic theorists and econometricians with an interest in non-linearity and chaos.' Robert Taylor, The Economic Journal
Descriere
This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.