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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

L. Gil-Alana

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Case report Open access Jul 2026

Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach

This paper investigates how Economic Policy Uncertainty (EPU) affects the returns and volatility (proxied by squared returns) of 448 S&P 500 stocks over the period January 2010–December 2020, and whether volatility persistence is related to EPU sensitivity. Persistence is measured with three semiparametric estimators o...

G. Caporale, L. Gil-Alana, Jesus Pantoja Cárdenas · 0 citations

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