The primary objective of this paper is to assess the behavior of long memory in price, volume, and price-volume cross … the long memory in each series. The price series is persistent in small fluctuations and anti-persistent in large … fluctuations across all the structural segments. This confirms that long memory in the series is not affected by the structural …

This paper offers a multifaceted perspective of the literature on long memory. Although the research on long memory has … issue of the prevalence of long memory or lack thereof remains unsettled. While long memory models should be in the … of the research questions being addressed. Mere fixation on the presence/absence of long memory without taking due …

-stationary series used in most other studies on air pollutants. All series are found to be characterised by long memory and fractional …

known in the literature that long memory and level breaks can be mistaken for one another, with unmodelled level breaks …

characterized as a random walk process, whilst its volatility is less persistent and exhibits stationary long-memory behaviour …

This paper offers a multifaceted perspective of the literature on long memory. Although the research on long memory has … issue of the prevalence of long memory or lack thereof remains unsettled. While long memory models should be in the … of the research questions being addressed. Mere fixation on the presence/absence of long memory without taking due …

This paper considers estimation and testing of multiple breaks that occur at unknown dates in multivariate long-memory … of long-memory time series. The limiting distribution of these estimates as well as consistency of the estimators is …