Dynamic long-range dependences in the Swiss stock market
Year of publication: |
2020
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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
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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 |
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