This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional … integration methods to an extensive dataset including quarterly data spanning the last four decades for various geographical areas …

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties …

, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on …

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 …

inflation persistence in both the euro zone and the European Union as a whole (EU27). For this purpose a fractional integration …

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 uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment …

technology stocks using fractional integration techniques. More precisely, it analyses the behaviour of the percentage returns in …

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