Marcus J. Chambers
University of Essex(GB)
Publications by Year
Research Areas
Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Economic theories and models
Most-Cited Works
- → Estimation and Inference in Econometrics.(1994)5,592 cited
- → A Theory of Commodity Price Fluctuations(1996)224 cited
- → Long Memory and Aggregation in Macroeconomic Time Series(1998)189 cited
- → The Estimation of Continuous Parameter Long-Memory Time Series Models(1996)46 cited
- → Long-Term Demographic Interactions in Precensus England(1993)41 cited
- → Jackknife estimation of stationary autoregressive models(2012)40 cited
- → Discrete time representation of stationary and non-stationary continuous time systems(1999)38 cited
- → The simulation of random vector time series with given spectrum(1995)34 cited
- → Forecasting with demand systems(1990)32 cited
- → Monetary policy, exchange rates and stock prices in the Middle East region(2014)32 cited