This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R/S … analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the …

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R/S … analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the …

This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and …

This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and …

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

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R/S … analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the …

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R/S … analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the …

This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and …