Long memory and structural breaks of cryptocurrencies trading volume
Mohamed Shaker Ahmed, Elie Bouri
| Year of publication: |
2023
|
|---|---|
| Authors: | Ahmed, Mohamed Shaker ; Bouri, Elie |
| 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 |
Online Resource
| 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