Long Memory in Economics
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Cited in
(19)- Productivity with fatigue and long memory: fractional calculus approach
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity
- Szegő's theorem and its probabilistic descendants
- Fractional nonlinear dynamics of learning with memory
- Nonlocal statistical mechanics: general fractional Liouville equations and their solutions
- Dynamic intersectoral models with power-law memory
- Concept of dynamic memory in economics
- Self-organization with memory
- Harrod-Domar growth model with memory and distributed lag
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method
- Macroeconomic models with long dynamic memory: fractional calculus approach
- Marked empirical processes for non-stationary time series
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals
- Empirical analysis of structural change in credit default swap volatility
- Nonlinear growth model with long memory: generalization of Haavelmo model
- Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data
- Optimal control of impulsive Volterra equations with variable impulse times
- A two-sample test for comparison of long memory parameters
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