Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-18
commodities due to the pandemic, we split the dataset into two equal periods of seven months, i.e., 1 August 2019 to 10 March 2020 … commodities shifted from a persistent to an antipersistent behavior after the pandemic. The information given by the detection of …