On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Alessandro Cremaschini, Antonio Punzo, Eliano Martellucci, Antonello Maruotti
| Year of publication: |
2023
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|---|---|
| Authors: | Cremaschini, Alessandro ; Punzón, Antonio ; Martellucci, Eliano ; Maruotti, Antonello |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 32, p. 3675-3688
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| Subject: | Cryptocurrency market | Daily returns series | Hidden Markov models | Volatility clustering | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Coronavirus | Welt | World | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2117777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014299197