Dynamic Cross-Correlation and Dynamic Contagion of Stock Markets: A Sliding Windows Approach with the DCCA Correlation Coefficient 3.33
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics, vol. 60, 2021, p. 1127-1156.

Dynamic Long-Range Dependences in the Swiss Stock Market 10.0
Paulo Ferreira
Empirical Economics, vol. 58, 2020, p. 1541-1573.