Long-range dependence in the international diamond market

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 3
Pages: 401-403

Authors (3)

Chong, Terence T.L. (Chinese University of Hong Kon...) Lu, Chenxi (not in RePEc) Chan, Wing Hong (Wilfrid Laurier University)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Abstract

This work endeavors to study the long-range dependence of the international diamond market. The results from the modified R/S statistic suggest that diamond returns do not have long memory, while strong evidence is found for long memory in diamond volatilities.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:3:p:401-403
Journal Field
General
Author Count
3
Added to Database
2026-01-25