22 stock indices are analysed applying fractional integration/cointegration methods to daily data, first for a sample …

This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices …

This paper analyses the stochastic properties of UK nominal and real wages over the period 1750-2015 using fractional … integration techniques. Both the original series and logged ones are analysed. The results generally suggest that nominal wages …

such as cryptocurrencies, financial technology, and artificial intelligence stocks using fractional integration techniques …

countries to determine if shocks in the series have permanent or transitory effects. The results, based on fractional … integration indicate evidence of mean reversion, with values of the differencing parameter constrained between 0 and 1 in all …

This study considers the long memory and fractional integration in the range-based volatilities across 30 currencies … suggests the existence of fractional integration. We apply semi-parametric methods to measure long-range dependence. We find a …