Modelling cryptocurrency high-low prices using fractional cointegrating VAR
OlaOluwa S. Yaya, Xuan Vinh Vo, Ahamuefula E. Ogbonna, Adeolu O. Adewuyi
| Year of publication: |
2022
|
|---|---|
| Authors: | Yaya, OlaOluwa S. ; Vo Xuan Vinh ; Ogbonna, Ahamuefula E. ; Adewuyi, Adeolu O. |
| Subject: | fractional integration | cryptocurrency | FCVAR | fractional cointegration | price range | Kointegration | Cointegration | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2164 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012814609