period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of … both series are found to vary considerably across states, whilst the fractional cointegration analysis suggests that a long …

fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the … both the S&P 500 Index and the Euro Stoxx 50 Index. Also, fractional cointegration appears to hold at least for the … diverging growth and monetary policy. Establishing whether the degree of cointegration has changed over time is important since …

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques …

data ; long memory ; volatility persistence ; structural breaks …

any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …

Deutschland durchgeführt hat. Ziel des Workshops war es, zur Klärung der Konsequenzen eines - aufgrund ökologischer Grenzen für … of Greenpeace Germany. The workshop aimed at contributing to a better understanding of the consequences of reduced …