values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of …

values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of …

seasonality. Several Monte Carlo experiments are conducted toexamine the power of the tests in the context of seasonal …

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 …