Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
| Year of publication: |
2018
|
|---|---|
| Authors: | Bouri, Elie ; Gil-Alaña, Luis A. ; Gupta, Rangan ; Roubaud, David |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1076-9307, ZDB-ID 1493204-0. - Vol. 24.2018, 1 (12.10.), p. 412-426
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1670 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082673