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 and...

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Bibliographic Details
Main Author: Fernandes Neto, Fernando
Other Authors: Garcia, Claudio
Format: Others
Language:en
Published: Biblioteca Digitais de Teses e Dissertações da USP 2016
Subjects:
Análise de séries temporais
Atividade econômica
Complex systems
Contaminação
Crise econômica
Economic activity
Incerteza
Long memory
Memória longa
Risco
Risk contagion
Sistema financeiro
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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