memory is reported for the MINT stock returns. The long memory in the returns implies that the MINT stock prices follow a … predictable behavior that is consistent with the Fractal Market Hypothesis. The long memory in the volatility implies that the … data of the MINT stock market indices from January 12, 2018, to January 12, 2022. The empirical findings show that long …

memory is reported for the MINT stock returns. The long memory in the returns implies that the MINT stock prices follow a … predictable behavior that is consistent with the Fractal Market Hypothesis. The long memory in the volatility implies that the … data of the MINT stock market indices from January 12, 2018, to January 12, 2022. The empirical findings show that long …

We derive the properties of the periodogram local to the zero frequency for a large class of spurious long-memory … extended. All of the spurious long-memory processes considered share the property that their impact on the periodogram at the … Fourier frequencies local to the origin is different than that of true long-memory processes. Both types of processes …

We derive the properties of the periodogram local to the zero frequency for a large class of spurious long-memory … extended. All of the spurious long-memory processes considered share the property that their impact on the periodogram at the … Fourier frequencies local to the origin is different than that of true long-memory processes. Both types of processes …