(LHA) index and fractional integration and cointegration methods are applied. For the latter, online interviews of a focus …

over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have …

to January 2024 using fractional integration methods. The results support the hypothesis of long memory and mean …

This paper applies a fractional integration framework to investigate the behaviour of the stock returns of two sets of …

countries: the EU15, NMS8, NMS12, and SE4. Using time series methodology and fractional integration, the study examines Croatia … income levels of the EU15 and SE4, with estimated fractional integration parameters of 0.87 and 0.95, respectively. This …

(LHA) index and fractional integration and cointegration methods are applied. For the latter, online interviews of a focus …

This paper puts forward a general statistical model in the time domain based on the concept of fractional integration …

This note puts forward a new modelling approach that includes both fractional integration and autoregressive processes …

2025 by using fractional integration methods. More precisely, a general model including both deterministic and stochastic …