Dynamic long-range dependences in the Swiss stock market
Paulo Ferreira
| Year of publication: |
2020
|
|---|---|
| Authors: | Ferreira, Paulo |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 4, p. 1541-1573
|
| Subject: | Detrended fluctuation analysis | Swiss stock market | Long-range dependencies | Sliding windows | Schätzung | Estimation | Schweiz | Switzerland | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1549-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219657