Exploring the dependencies among main cryptocurrency log‐returns : A hidden Markov model
| Year of publication: |
2021
|
|---|---|
| Authors: | Pennoni, Fulvia ; Bartolucci, Francesco ; Forte, Gianfranco ; Ametrano, Ferdinando |
| Published in: |
Economic Notes. - Wiley, ISSN 1468-0300, ZDB-ID 2006487-1. - Vol. 51.2021, 1 (10.11.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/ecno.12193 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012809500