Long memory and structural breaks of cryptocurrencies trading volume
Mohamed Shaker Ahmed, Elie Bouri
| Year of publication: |
2023
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|---|---|
| Authors: | Ahmed, Mohamed Shaker ; Bouri, Elie |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 13.2023, 3/4, p. 469-497
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| Subject: | Cryptocurrencies | Long-range dependence | Out of sample forecasting | Spurious long memory | Stablecoins | Structural breaks | Trading volume | Strukturbruch | Structural break | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Handelsvolumen der Börse | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-023-00238-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451988