Please use this identifier to cite or link to this item: https://scholarhub.balamand.edu.lb/handle/uob/7207
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dc.contributor.authorAssaf, Ataen_US
dc.contributor.authorMokni, Khaleden_US
dc.contributor.authorGil-Alana, Luis Alberikoen_US
dc.date.accessioned2024-02-05T08:30:22Z-
dc.date.available2024-02-05T08:30:22Z-
dc.date.issued2023-01-01-
dc.identifier.urihttps://scholarhub.balamand.edu.lb/handle/uob/7207-
dc.description.abstractThis 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.isoengen_US
dc.subjectJEL Q32 C12 C13en_US
dc.subjectLong memoryen_US
dc.subjectPersistence changesen_US
dc.subjectRare earth elementsen_US
dc.titleLong Memory and Change in Persistence in the Rare Earth Market Indexen_US
dc.typeJournal Articleen_US
dc.identifier.doi10.46557/001c.36532-
dc.identifier.scopus2-s2.0-85183349757-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/85183349757-
dc.contributor.affiliationDepartment of Business Administrationen_US
dc.description.volume4en_US
dc.description.issue4en_US
dc.date.catalogued2024-02-05-
dc.description.statusPublisheden_US
dc.identifier.openURLhttps://erl.scholasticahq.com/article/36532-long-memory-and-change-in-persistence-in-the-rare-earth-market-indexen_US
dc.relation.ispartoftextEnergy Research Lettersen_US
crisitem.author.parentorgFaculty of Business and Management-
Appears in Collections:Department of Business Administration
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