Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Sangram Keshari Jena, Aviral Kumar Tiwari, Buhari Doğan, Shawkat Hammoudeh
| Year of publication: |
2022
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|---|---|
| Authors: | Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doğan, Buhari ; Hammoudeh, Shawkat |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 3, p. 3730-3740
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| Subject: | market efficiency | cryptocurrencies | Hurst exponent | inefficiency ratio | time-varying long memory | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Effizienz | Efficiency | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2347 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013330753