characterize the GSE-CI using advanced analytical tools such as the Hurst exponent and R/S analysis to uncover its fractal …

trade records) using R/S analysis and the Hurst exponent as a measure of persistence. The results show that persistence is …

the EuroStoxx 50 futures over the period from 2002 to 2018 (720 million trade records) using R/S analysis and the Hurst …

This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …

This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …

the EuroStoxx 50 futures over the period from 2002 to 2018 (720 million trade records) using R/S analysis and the Hurst …

This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and …

This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and …

2000 to 2016 using two different long memory approaches (R/S analysis and fractional integration) for robustness purposes …