The following pages link to Long Memory in Economics (Q3419564):
Displaying 17 items.
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Optimal control of impulsive Volterra equations with variable impulse times (Q833122) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Productivity with fatigue and long memory: fractional calculus approach (Q1738682) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Fractional nonlinear dynamics of learning with memory (Q2022807) (← links)
- Nonlocal statistical mechanics: general fractional Liouville equations and their solutions (Q2111655) (← links)
- Dynamic intersectoral models with power-law memory (Q2204795) (← links)
- Concept of dynamic memory in economics (Q2204903) (← links)
- Self-organization with memory (Q2207359) (← links)
- Harrod-Domar growth model with memory and distributed lag (Q2306128) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
- Macroeconomic models with long dynamic memory: fractional calculus approach (Q2335775) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777) (← links)
