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

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively …

This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that … detect any shifts in the degree of persistence, and also run rolling-window and recursive regressions to investigate its … evolution over time. On the whole, the evidence suggests that the degree of persistence of UK inflation has been relatively …

of persistence, and also carries out appropriate break tests. Further, the possible co-movement of this index between …

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 …

fractional integration model suitable to capture both persistence and non-linearities, these being two important properties of …