Multivariate long memory structure in the cryptocurrency market : the impact of COVID-19
Ata Assaf, Avishek Bhandari, Husni Charif, Ender Demir
| Year of publication: |
2022
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|---|---|
| Authors: | Assaf, Ata ; Bhandari, Avishek ; Charif, Husni ; Demir, Ender |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-17
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| Subject: | Cryptocurrency markets | Fractal connectivity | Hurst exponent | Multivariate Long memory | Wavelet | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Coronavirus | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102132 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013426196