Title:

Dynamic Long-Range Dependences in the Swiss Stock Market

Author:

Paulo Ferreira (Inst Politécnico de Portalegre)

Journal:

Empirical Economics

Year:

2020

Volume:

58

Number:

4

Pages:

1541-1573

JEL code:

G14 - Information and Market Efficiency; Event Studies

DOI:

10.1007/s00181-018-1549-x