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Title: Long Memory and Change in Persistence in the Rare Earth Market Index
Authors: Assaf, Ata 
Mokni, Khaled
Gil-Alana, Luis Alberiko
Affiliations: Department of Business Administration 
Keywords: JEL Q32 C12 C13
Long memory
Persistence changes
Rare earth elements
Issue Date: 2023-01-01
Part of: Energy Research Letters
Volume: 4
Issue: 4
This paper investigates long memory and change in persistence of the rare earth market index. We test for the presence of long memory, complemented with tests that account for regime change or breaks. Our findings confirm the presence of long memory in the rare earth market index, with the memory parameters increasing within two-regime schemes. A break in persistence is also estimated to have occurred on September 4, 2019.
DOI: 10.46557/001c.36532
Open URL: Link to full text
Type: Journal Article
Appears in Collections:Department of Business Administration

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