Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index
Abstract This paper deals with the investigation of the long memory properties of the Shanghai Containerized Freight Index for the time period from 16 October 2009 to 18 October 2024. Using fractional integration methods, we want to determine if shocks in the series have transitory or permanent effe...
Furkejuvvon:
| Váldodahkkit: | , , |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
SpringerOpen
2025-09-01
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| Ráidu: | Journal of Shipping and Trade |
| Fáttát: | |
| Liŋkkat: | https://doi.org/10.1186/s41072-025-00211-5 |
| Fáddágilkorat: |
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