. The results indicate that persistence is higher at lower frequencies, for both returns and their volatility. This is true …This paper investigates persistence in financial time series at three different frequencies (daily, weekly and monthly …

This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R …/S analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the … properties change over time: in normal periods it exhibits anti-persistence (there is a negative correlation between its past and …

This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and …) over the sample period 2013-2017. The findings indicate that this market exhibits persistence (there is a positive …

This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and … degree of persistence and its dynamic behaviour. However, higher persistence is found for the emerging markets examined …

permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …

affected the persistence of policy spreads (i.e., the difference between overnight rates and policy rates) during different sub …

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …

This paper examines persistence in tax revenues in a set of 21 OECD countries over the period 1965-2021 using long …

fact around 1 in all specified models, which implies a high degree of persistence of this component. Finally, the order of …