Extent: | Online-Ressource (XIX, 617 p. 62 illus, digital) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references and index Preface; Reviewers; Contents; Contributors; About the Editors; 1 Introduction; Context; The New Economic Map Through the Lens of Globalization and SustainabilitySustainability; Themes of Globalization and Sustainable DevelopmentSustainable Development; The Exceptionalities of the Book; The Structure; 2 Rethinking and Theorizing the Indian State in the Context of New Economic Map; Introduction; Some Features of Indian State in the Planning Era: Marking Points of Departure; The New Order of Things; Neoliberalism: State and Counter Revolution Global CapitalismXe ''Capitalism and World of the ThirdXe ''World Of The Third: The New Structure of Indian EconomyInclusive Development and Sustainability; Global Economic Meltdown, Indian Economic Crisis, and The State; Conclusion; References; 3 Global Financial Crisis: What Did We Know, What Have We Learnt?; Introduction; Keynesian Models After the Great DepressionGreat Depression; The Bretton WoodsBretton Woods System and Thereafter; The State of Crisis Theories; Problems in Global Economy Prior to Global Crisis 2008; Global Saving-Investment ImbalanceSaving-investment imbalance US Financial FrictionFinancial FrictionRun-Up to the Crisis; Sustainability in the Face of Crisis; Conclusion; References; 4 Volatility, Long Memory, and Chaos: A Discussion on some ''Stylized Facts'' in Financial Markets with a Focus on High Frequency Data; Introduction; Conditional Volatility in Financial Market; Few Models to Test for the Presence of Conditional VolatilityConditional volatility; ARCH Model; GARCH Model; EGARCH ModelGARCH model; TARCH Model; Component GARCH (CGARCH) Model; Testing for the Presence of Conditional VolatilityConditional volatility in Financial Market Long Memory in Financial Market: Theory and EmpiricsLong Memory and its Implication for High Frequency Financial Time Series Data; Tests for Long Memory; The R/S Statistic; The Modified R/S Statistic; Fractional Brownian Motion; Testing for Fractional Integration: GPH TestGPH Test; Testing for Fractional Integration: Whittle's Estimate of d; Long Memory in High Frequency Financial Time Series: Empirical Evidence; Non-linearity, Determinismdeterminism, and ChaosChaos in Financial Market: Theory and Empirics; Implication of Non-linearity for High Frequency Financial Time Series Data Tests for Non-linearity, Determinismdeterminism, and ChaosChaos in Financial MarketThe State-Space Reconstruction; Mutual Information Criterion; False Nearest Neighborhood; Determinism Test; Maximum Lyapunov Exponent; Non-linearity, Determinismdeterminism, and ChaosChaos in Financial Market: Few Empirical Evidences; Volatility, Long Memory, and ChaosChaos: An Example from Indian Financial Market; Stylized Facts in Indian Financial Market; Conditional Volatility in Indian Financial Market; Long Memory in Indian Financial Market; Non-linearity and ChaosChaos in Indian Financial Market Conclusion |
ISBN: | 978-81-322-1124-2 ; 978-81-3221124-2 ; 978-81-322-1123-5 |
Other identifiers: | 10.1007/978-81-322-1124-2 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014016679