Long Memory in Economics
From MaRDI portal
Publication:3419564
DOI10.1007/978-3-540-34625-8zbMath1106.91001MaRDI QIDQ3419564
No author found.
Publication date: 7 February 2007
Full work available at URL: https://doi.org/10.1007/978-3-540-34625-8
62-06: Proceedings, conferences, collections, etc. pertaining to statistics
00B15: Collections of articles of miscellaneous specific interest
91-06: Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance
Related Items
Empirical analysis of structural change in credit default swap volatility, Optimal control of impulsive Volterra equations with variable impulse times, A two-sample test for comparison of long memory parameters, 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