↓ Skip to main content
What is this page? Embed badge

Long Memory in Economics

Overview of attention for book
Cover of 'Long Memory in Economics'

Table of Contents

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

Citations

dimensions_citation
74 Dimensions

Readers on

mendeley
28 Mendeley
Summary Dimensions citations
So far, Dimensions has found 74 publications that cite this research output.

74

The most recent citing publications are shown below. View all 74 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.