English
Long Memory in Economics
Overview of attention for book
Table of Contents
-
Altmetric BadgeBook Overview
-
Altmetric BadgeChapter 1 Recent Advances in ARCH Modelling
-
Altmetric BadgeChapter 2 Long Memory in Economics
-
Altmetric BadgeChapter 3 The Spectrum of Euro-Dollar
-
Altmetric BadgeChapter 4 Hölderian Invariance Principles and Some Applications for Testing Epidemic Changes
-
Altmetric BadgeChapter 5 Adaptive Detection of Multiple Change-Points in Asset Price Volatility
-
Altmetric BadgeChapter 6 Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
-
Altmetric BadgeChapter 7 Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series
-
Altmetric BadgeChapter 8 Prediction, Orthogonal Polynomials and Toeplitz Matrices. A Fast and Reliable Approximation to the Durbin-Levinson Algorithm
-
Altmetric BadgeChapter 9 A Nonlinear Structural Model for Volatility Clustering
-
Altmetric BadgeChapter 10 Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
-
Altmetric BadgeChapter 11 The Microeconomic Foundations of Instability in Financial Markets
-
Altmetric BadgeChapter 12 A Minimal Noise Trader Model with Realistic Time Series Properties
-
Altmetric BadgeChapter 13 Long Memory and Hysteresis
Attention for Chapter 10:
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
Altmetric Badge
Citations
- dimensions_citation
- 74 Dimensions
Readers on
- mendeley
- 190 Mendeley
- citeulike
- 4 CiteULike