Modelling cryptocurrency high–low prices using fractional cointegrating VAR
| Year of publication: |
2020
|
|---|---|
| Authors: | Yaya, OlaOluwa S. ; Vo Xuan Vinh ; Ogbonna, Ahamuefula Ephraim ; Adewuyi, Adeolu O. |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 1 (19.08.), p. 489-505
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2164 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407016