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https://scholarhub.balamand.edu.lb/handle/uob/7207| 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 | Abstract: | 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. |
URI: | https://scholarhub.balamand.edu.lb/handle/uob/7207 | 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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