Please use this identifier to cite or link to this item:
https://scholarhub.balamand.edu.lb/handle/uob/7207
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Assaf, Ata | en_US |
dc.contributor.author | Mokni, Khaled | en_US |
dc.contributor.author | Gil-Alana, Luis Alberiko | en_US |
dc.date.accessioned | 2024-02-05T08:30:22Z | - |
dc.date.available | 2024-02-05T08:30:22Z | - |
dc.date.issued | 2023-01-01 | - |
dc.identifier.uri | https://scholarhub.balamand.edu.lb/handle/uob/7207 | - |
dc.description.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. | en_US |
dc.language.iso | eng | en_US |
dc.subject | JEL Q32 C12 C13 | en_US |
dc.subject | Long memory | en_US |
dc.subject | Persistence changes | en_US |
dc.subject | Rare earth elements | en_US |
dc.title | Long Memory and Change in Persistence in the Rare Earth Market Index | en_US |
dc.type | Journal Article | en_US |
dc.identifier.doi | 10.46557/001c.36532 | - |
dc.identifier.scopus | 2-s2.0-85183349757 | - |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/85183349757 | - |
dc.contributor.affiliation | Department of Business Administration | en_US |
dc.description.volume | 4 | en_US |
dc.description.issue | 4 | en_US |
dc.date.catalogued | 2024-02-05 | - |
dc.description.status | Published | en_US |
dc.identifier.openURL | https://erl.scholasticahq.com/article/36532-long-memory-and-change-in-persistence-in-the-rare-earth-market-index | en_US |
dc.relation.ispartoftext | Energy Research Letters | en_US |
crisitem.author.parentorg | Faculty of Business and Management | - |
Appears in Collections: | Department of Business Administration |
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