volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering … the medium term. We proved the internationalization of the money laundering and the similarity of behaviour of trends that … needed within the framework of the imposition of trends in the development of the money laundering processes of some …

assets because they are updated more rapidly in response to news. This paper explores persistence in high-frequency data (and … trade records) using R/S analysis and the Hurst exponent as a measure of persistence. The results show that persistence is … intraday ones are anti-persistent. In addition, persistence varies over time. These findings imply that the Efficient Market …

The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … daily price volatility is studied in the research employed by the GARCH-MIDAS model. This model simplifies the series of … volatility into long- and short-run modules, which allow for the testing of the macroeconomic variables can control the long …

, inflation, investors' fear, asymmetric shocks, and the VIX (volatility index) impact on volatility. Research Methodology - This … Russian invasion of Ukraine have significantly impacted Gold market dynamics. Inflation significantly impacts volatility … shocks have a higher asymmetric effect. The VIX positively affects Gold market volatility, suggesting a perceived safe …

) was measured at a too high level within the Covid-19 outbreak. Volatility spillover analysis shows that crude oil and …

markets, namely, oil price returns and oil price volatility. Seemingly unrelated regressions (SUR) are utilized to estimate … the effect of oil factors on commonality in liquidity. We find that the returns and volatility of oil prices explain the … volatility is more pronounced for net oil exporters as opposed to net oil importers after controlling for oil sensitivity. These …