Essays on long memory processes.

Essays on long memory processes.

The present work aims at discussing the main theoretical aspects related to the occurrence of long memory processes and its respective application in economics and finance. In order to discuss the main theoretical aspects of its occurrence, it is worth starting from the complex systems approach...

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Bibliographic Details
Main Author: Fernando Fernandes Neto
Other Authors: Claudio Garcia
Language:English
Published: Universidade de São Paulo 2016
Subjects:
Análise de séries temporais
Atividade econômica
Contaminação
Crise econômica
Incerteza
Memória longa
Risco
Sistema financeiro
Complex systems
Economic activity
Long memory
Risk contagion
Subprime crisis
Time series
Uncertainty
Online Access:http://www.teses.usp.br/teses/disponiveis/3/3139/tde-03032017-104452/

Internet

http://www.teses.usp.br/teses/disponiveis/3/3139/tde-03032017-104452/

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