volatility of primary commodity prices-metals are no exception. Recent events have led experts to believe that trends have been … for many countries. However, estimating the underlying trend has proven to be difficult, given the persistence and … trends over certain lengths of time remains a contentious issue. We combine robust econometric procedures to calculate the …

vary according to whether they are in low or high volatility regimes. …

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

This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices … structural breaks is taken into account, segmented trends are detected; the subsample estimates of the fractional differencing …

significant downward trends indicating a decline over time in the degree of pollution in Chinese cities. It is also interesting …

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

volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering … the medium term. We proved the internationalization of the money laundering and the similarity of behaviour of trends that … needed within the framework of the imposition of trends in the development of the money laundering processes of some …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

-varying volatility of the data generating process can have rather adverse effects when inferring about its persistence; e.g. unit root … conditional heteroskedasticity). The paper explores the influence of time-varying volatility on fractionally integrated processes …. Concretely, we discuss how to model long memory in the presence of time-varying volatility, and analyze the effects of such …