vary according to whether they are in low or high volatility regimes. …

fact around 1 in all specified models, which implies a high degree of persistence of this component. Finally, the order of …

permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …

This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices … structural breaks is taken into account, segmented trends are detected; the subsample estimates of the fractional differencing …

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …

This paper provides a comprehensive analysis of persistence in real house prices at the quarterly frequency in 47 … in order to allow for smoother changes. The results generally indicate a high degree of persistence, some slight evidence …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

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 …