Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach
Emre Kilic, Ersin Yavuz, Sevket Pazarci, Asim Kar
| Year of publication: |
2023
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| Authors: | Kilic, Emre ; Yavuz, Ersin ; Pazarci, Sevket ; Kar, Asim |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-6
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| Subject: | Cryptocurrency | EMH | Non-linearity | Quantile unit root | Smooth breaks | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Strukturbruch | Structural break | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104528 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631541