Results 111 to 120 of about 3,061,654 (200)
Daily Emissions of CO2 in the World: A Fractional Integration Approach
EconometricsIn this article, daily CO2 emissions for the years 2019–2022 are examined using fractional integration for Brazil, China, EU-27 (and the UK), India, and the USA.
Luis Alberiko Gil-Alana, Carlos Poza
doaj +1 more source
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence
AtmosphereThis paper analyses trends and persistence in air pollution levels in 88 US metropolitan areas using fractional integration methods. The results indicate that the differencing parameter d is higher than 0 in 38 of the series, which supports the ...
Guglielmo Maria Caporale +3 more
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Persistence in Convergence [PDF]
In this paper, we examine the convergence hypothesis using a long memory framework that allows for structural breaks and the non reliance on a benchmark country.
M. Ege Yazgan, Thanasis Stengos
core
Scientific Annals of Economics and BusinessThis study investigates the multifractal behaviour of prices, trading volume, and their cross-correlations in the S&P 500 index over the 2004–2024 period.
Sermet Doğan, Sinan Aytekin
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On the Efficacy of ARFIMA, ARTFIMA, and MARFIMA Models in Forecasting Nigerian Crude Oil Prices
UMYU Scientifica JournalThis study presents a comprehensive evaluation of three advanced long-memory time series models— the Autoregressive Fractionally Integrated Moving Average (ARFIMA), the Autoregressive Tempered Fractionally Integrated Moving Average (ARTFIMA), and the ...
Musa Tasi’u +3 more
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Beyond the particular case of circuits with geometrically distributed components for approximation of fractional order models: Application to a new class of model for power law type long memory behaviour modelling. [PDF]
J Adv Res, 2020 Sabatier J.
europepmc +1 more source
Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes? [PDF]
Price series that are 21.5 years long for six agricultural futures markets, corn, soybeans, wheat, hogs, coffee and sugar, possess characteristics consistent with nonlinear dynamics.
Anning Wei, Raymond M. Leuthold
core
Long memory and non-linearity in Stock Markets [PDF]
In this paper the long memory and non-linear properties of share prices in the UK’s Stock Exchange and AIM are explored. The results suggest that the most commonly traded shares exhibit long memory thus raising interesting issues about the validity of ...
Bond, Derek, Dyson, Kenneth
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