the volatility of rare earth elements (REEs). We find strong support for the existence of long-memory effects. A simple … various subsamples and estimation windows. Volatility forecasts produced by the base model also convey material forward …-looking information for companies in the REE industry. Thus, an active trading strategy based on REE volatility forecasts for these …

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 …

. The results indicate that persistence is higher at lower frequencies, for both returns and their volatility. This is true …This paper investigates persistence in financial time series at three different frequencies (daily, weekly and monthly …

. The results indicate that persistence is higher at lower frequencies, for both returns and their volatility. This is true …This paper investigates persistence in financial time series at three different frequencies (daily, weekly and monthly …

This paper examines long memory volatility in the cross-section of stock returns. We show that long memory volatility … capitalization, book-to-market ratio, prior performance and price jumps. Long memory volatility is negatively priced in the cross …-section. Buying stocks with shorter memory and selling stocks with longer memory in volatility generates significant excess returns of …

-available data and further data requested from the United States Geological Survey. We explore trends in prices, reserves … changes, and further estimate overall trends robust to outlying observations. For almost all commodities, we cannot reject the …