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Use of fresh water over the long run measuring persistence
Water Policy, 2022 In this article, we carry out a study of the degree of persistence of a time series of data on freshwater use in the long term, using fractional integration or I(d) techniques. Using annual data from 1901 to 2014, we observe that the order of integration
Marta del Rio +2 more
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Long memory and long run variation [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Journal of Risk and Financial Management, 2020 This paper examines the volatility of cryptocurrencies, with particular attention to their potential long memory properties. Using daily data for the three major cryptocurrencies, namely Ripple, Ethereum, and Bitcoin, we test for the long memory property
P. Soylu +3 more
semanticscholar +1 more source
Forecasting under Long Memory [PDF]
Journal of Financial Econometrics, 2019 Motivated by the mixed evidence in the literature on forecasting long memory processes, we show that methods based on fractional integration are superior to alternatives not accounting for long memory by simulations and applications to classical long ...
U. Hassler, Marc-Oliver Pohle
semanticscholar +1 more source
EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA
Copernican Journal of Finance & Accounting, 2021 The present study examines the long memory in stock liquidity and returns in Indian equity market by using data for broad indices from January, 1997 to December, 2019 by applying the hurst exponent (1951) rescaled range analysis. It is observed that time
Anju Bala, Kapil Gupta
doaj
Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [PDF]
تحقیقات مالی, 2013 When the past observations are correlated with future observations and their correlation is significant, the time series has long memory. In this paper the contagion effect of volatilities, with consideration of long-run effect, is investigated.
Seyed Mohammad Seyedhosseini +1 more
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Journal of Economic Dynamics and Control, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Long memory in German energy price indices [PDF]
, 2012 This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration ...
Barros, CP, Caporale, GM, Gil-Alana, LA
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AIMS Public Health, 2022 Primary care professionals play a critical role in the care of their patients. In clinical practice, early detection and diagnosis of Mild Cognitive Impairment, Alzheimer's disease and related dementia are often missed or delayed. Disclosure of diagnosis
Allison B. Reiss +3 more
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, 2000 Long-memory in economics and finance is an important research topic as several economic variables exhibit the main characteristics of long-memory processes, i.e., a significant dependence between very distant observations and a pole in the neighborhood of the zero frequency of their spectrum. In particular, returns on financial assets are uncorrelated,
openaire +2 more sources